Télécharger le livre :  Copulae in Mathematical and Quantitative Finance
Ajouter à ma liste d'envies
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in...

Editeur : Springer
Parution : 2013-06-18
Collection : Lecture Notes in Statistics
ePub

94,94