Copulas: From theory to application in Finance (Bloomberg Financial)

By Jörn Rank

The use of copulas becoming increasingly important in finance. This book provides a varied perspective of their usage within the field of financial risk management and derivative pricing. It involves a detailed analysis of the field of financial risk management and derivative pricing, and delves into the theoretical aspects.

• Format: Hardcover
• Language: English
• ISBN: 190433945X
• ISBN13: 9781904339458
• Release Date: December 2006
• Publisher: Bloomberg Press
• Length: 350 Pages
• Weight: 1.84 lbs.
• Dimensions: 6.1" x 9.3"