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The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financi
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Copula Methods in Finance
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Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means o
Copula Methods in Finance
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The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical poin