Search Results for: Copulae And Multivariate Probability Distributions In Finance

Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asse

This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copu

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means o

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financi