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Dynamic Copula Methods in Finance by Umberto Cherubini (English) Hardcover Book
- Item No : 235649902026
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile_uk_store
- Current Bid : US $125.77
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* Item Description
- Beginning with a review of the issues surrounding dependence and correlation in finance and the basic concepts of copulas as they have been applied to financial problems up until now, the book goes on to introduce the theory of convolution-based copulas, and the concept of C-convolution within the mainstream of the Darsow, Nguyen and Olsen (DNO) application of copulas to Markov processes.
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