Copulae and multivariate probability distributions in finance:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London [u.a.]
Routledge
2013
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XI, 193 S. graph. Darst. 25 cm |
| ISBN: | 9780415814850 |
Internformat
MARC
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| 020 | |a 9780415814850 |c hbk. : £85.00 |9 978-0-415-81485-0 | ||
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| 245 | 1 | 0 | |a Copulae and multivariate probability distributions in finance |c ed. by Alexandra Dias ... |
| 264 | 1 | |a London [u.a.] |b Routledge |c 2013 | |
| 300 | |a XI, 193 S. |b graph. Darst. |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-025910953 | ||
Datensatz im Suchindex
| _version_ | 1804150231172907008 |
|---|---|
| adam_text | Contents
Citation
Information
vii
About the Editors
ix
Preface
xi
Chris Adcock, Alexandra
Dias
and Mark Salmon
1.
The Advent of Copulas in Finance
Christian
Genest,
Michel Gendron and Michael Bourdeau-Brien
1
2.
Testing for structural changes in exchange rates dependence
beyond linear correlation
Alexandra
Dias
and Paul Embrechts
11
3.
Models for construction of
multi variate
dependence
-
a comparison
study
Kjersti
Aas
and Daniel Berg
31
4.
Dependency without copulas or ellipticity
William T. Shaw and
Asad
Munir
53
5.
Copula goodness-of-fit testing: an overview and power comparison
Daniel Berg
67
6.
Asymmetric dependence patterns in financial time series
Manuel Ammann and
Stephan
Süss
95
7.
Dynamic copula quantile regressions and tail area dynamic dependence
in Forex markets
Eric Bouyé
and Mark Salmon
113
8.
Risk and return of reinsurance contracts under copula models
Martin Eling and Denis Toplek
143
9.
Pricing
Divariate
option under GARCH-GH model with dynamic copula:
application for Chinese market
Dominique
Guégan
and Jing
Zang
169
Index
189
|
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| id | DE-604.BV040932027 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:35:38Z |
| institution | BVB |
| isbn | 9780415814850 |
| language | English |
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| physical | XI, 193 S. graph. Darst. 25 cm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Routledge |
| record_format | marc |
| spelling | Copulae and multivariate probability distributions in finance ed. by Alexandra Dias ... London [u.a.] Routledge 2013 XI, 193 S. graph. Darst. 25 cm txt rdacontent n rdamedia nc rdacarrier Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Mathematische Modellierung (DE-588)7651795-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Kapitalmarkt (DE-588)4029578-3 s Mathematische Modellierung (DE-588)7651795-0 s Kopula Mathematik (DE-588)4529954-7 s b DE-604 Dias, Alexandra Sonstige oth Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025910953&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Copulae and multivariate probability distributions in finance Kopula Mathematik (DE-588)4529954-7 gnd Kapitalmarkt (DE-588)4029578-3 gnd Mathematische Modellierung (DE-588)7651795-0 gnd |
| subject_GND | (DE-588)4529954-7 (DE-588)4029578-3 (DE-588)7651795-0 (DE-588)4143413-4 |
| title | Copulae and multivariate probability distributions in finance |
| title_auth | Copulae and multivariate probability distributions in finance |
| title_exact_search | Copulae and multivariate probability distributions in finance |
| title_full | Copulae and multivariate probability distributions in finance ed. by Alexandra Dias ... |
| title_fullStr | Copulae and multivariate probability distributions in finance ed. by Alexandra Dias ... |
| title_full_unstemmed | Copulae and multivariate probability distributions in finance ed. by Alexandra Dias ... |
| title_short | Copulae and multivariate probability distributions in finance |
| title_sort | copulae and multivariate probability distributions in finance |
| topic | Kopula Mathematik (DE-588)4529954-7 gnd Kapitalmarkt (DE-588)4029578-3 gnd Mathematische Modellierung (DE-588)7651795-0 gnd |
| topic_facet | Kopula Mathematik Kapitalmarkt Mathematische Modellierung Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025910953&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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