Copulae and Multivariate Probability Distributions in Finance

Summary

This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. It describes the state of the art in the tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.

Product details

• Authors: Alexandra (University of Leicester Dias
• Assisted by: Chris Adcock (Editor), Adcock Chris (Editor), Alexandra Dias (Editor), Dias Alexandra (Editor), Mark Salmon (Editor), Salmon Mark (Editor)
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 23.08.2018
• EAN: 9781138377677
• ISBN: 978-1-138-37767-7
• No. of pages: 208
• Subjects: Social sciences, law, business > Business > General, dictionaries; Business & Economics / General, BUSINESS & ECONOMICS / Economics / General, Economic theory & philosophy, International Economics, Finance & accounting, International Finance, Econometrics, Economic theory and philosophy, Finance and accounting, Econometrics and economic statistics