Dynamic copulas for finance : an application to portfolio risk calculation
CiNii
Available at 1 libraries
Bibliographic Information
- Title
- "Dynamic copulas for finance : an application to portfolio risk calculation"
- Statement of Responsibility
- Valentin Braun
- Publisher
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- Eul
- Publication Year
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- 2011
- Book size
- 21 cm
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Notes
Originally presented as the author's thesis (doctoral)--Goethe-Universität Frankfurt am Main, 2011
Includes bibliographical references (p. 153-157)
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Details 詳細情報について
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- CRID
- 1130282273030330240
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- NII Book ID
- BB08650634
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- ISBN
- 9783844100402
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- Text Lang
- en
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- Country Code
- gw
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- Title Language Code
- en
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- Place of Publication
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- Lohmar
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- Classification
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- SG: 332.6015195
- SG: 330
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- Data Source
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- CiNii Books