Dynamic copula methods in finance / Umberto Cherubini ... [et al.] - Chichester : John Wiley, 2012. - x, 274 p. : ill. ; 25 cm. - The wiley finance series . - Wiley finance series. .

Includes bibliographical references and index.

9780470683071 (hbk.)


Finance--Mathematical models.
Copulas (Mathematical statistics)

332.01519535 / DYN 2012