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    Dynamic Copula Methods in Finance by Umberto Cherubini (English) Hardcover Book

    • Item No : 396596372866
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : grandeagleretail
    • Current Bid : US $135.65

    • * Item Description

    • This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes.
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