Copula Methods in Finance

by Marius Fredheim

Copulas provide us with a tool for constructing multivariate distributions with arbitrary marginal distributions and a wide range of dependence structures. The aim of this book is to describe what the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639068149
• ISBN13: 9783639068146
• Release Date: July 2008
• Publisher: VDM Verlag Dr. Mueller E.K.
• Length: 120 Pages
• Weight: 0.38 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"