Copula Methods in Finance (книга)
Copula Methods in Finance | |
Автор: | Umberto Cherubini Elisa Luciano Walter Vecchiato |
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Оригинал издан: | ???? |
«Copula Methods in Finance» — книга ???? года.
Содержание |
Содержание
От издателя
«The evaluation and risk measurement of portfolios of complex non-linear positions and non-normal risk factors has become a major nightmare for people working in the structured finance business. Dealing with "fat tails" and «smile effects», as well…»