Join Amazon Prime and get unlimited Free One-Day Delivery. Already a member? Sign in.

 

or
Sign in to turn on 1-Click ordering.
 
   
More Buying Choices
15 used & new from £29.50
Have one to sell? Sell yours here
 
   
Copula Methods in Finance
 
See larger image 
Share your own customer images
Publisher: learn how customers can search inside this book.

Copula Methods in Finance (Paperback)

by Marius Fredheim (Author)
No customer reviews yet. Be the first.
RRP: £32.00
Price: £30.40 & this item Delivered FREE in the UK with Super Saver Delivery. See details and conditions
You Save: £1.60 (5%)
o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o
Usually dispatched within 1 to 3 weeks.
Dispatched from and sold by Amazon.co.uk. Gift-wrap available.

11 new from £29.50 4 used from £52.85

Product details

  • Paperback: 120 pages
  • Publisher: VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG (30 Jul 2008)
  • Language English
  • ISBN-10: 3639068149
  • ISBN-13: 978-3639068146
  • Product Dimensions: 22.6 x 14.8 x 1 cm
  • Average Customer Review: No customer reviews yet. Be the first.
  • Amazon.co.uk Sales Rank: 793,464 in Books (See Bestsellers in Books)

    •  Would you like to update product info or give feedback on images?

Customers Viewing This Page May Be Interested in These Sponsored Links

  (What is this?)
Kaplan Accounting
   www.KaplanFinancial.co.uk    Courses Transform Your Life Through Unparalleled Accountancy Support 
Accounting In
   cmypitch.com    Looking for Accountancy Services? Request 3 Quotes For Free Now. 
TESCO Personal Loans
   www.TescoFinance.com    8.0% Typical APR for loans £5k to £14,999 with no set up fees. 
  
 

Product Description

Synopsis
Copulas provide us with a tool for constructing multivariate distri--butions with arbitrary marginal distributions and a wide range of dependence structures. The aim of this book is to describe what the practitioner, or scientist, needs to know about copulas. Although the emphasis is on financial applications, the general theory is relevant for any multivariate setting. The outline of the book is as follows. Chapter 2 is a discussion of multivariate distribution functions that are useful for financial data. In chapter 3 we proceed with a discussion of commonly used depen--dence measures, and we highlight deficiencies of the correlation coefficient. We start chapter 4 by describing the properties a general function must satisfy in order to be a copula, and goes on by des--cribing the properties of the most common copulas. In chapter 5 we discuss the problem of estimating the parameters in a copula, and in chapter 6 we review the recent goodness-of-fit procedures suggested in the literature. Chapter 7 is a short review of some of the main applications of copulas in relation to credit risk models.

Tag this product

 (What's this?)
Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organize and find favorite items.
Your tags: Add your first tag
 
See most popular tags

Customer Reviews


There are no customer reviews yet.   Create your own review
Video reviews
Video reviews
New feature! Amazon now allows customers to upload product video reviews. Use a webcam or video camera to record and upload reviews to Amazon.


Customer Discussions

 Beta (What's this?)
This product's forum (0 discussions)
  Discussion Replies Latest Post
  No discussions yet

Ask questions, Share opinions, Gain insight
Start a new discussion
Topic:
First post:
Prompts for sign-in
  [Cancel]

   

Look for similar items by category

Feedback

The Body Shop

The Body Shop - Vitamin C Skin Boost
Protect and boost your glow with The Body Shop Vitamin C Skin Boost.

›Shop The Body Shop

  

Up to 75% off Shoes

Shoe Clearance - 75% off Shoes
Save up to 75% on shoes for the whole family.

›Shop clearance shoes

  

Up to 53% off Braun Series Shavers

Braun Series 3 390cc Clean & Renew System Rechargeable Foil Electric Shaver
Get in touch with your smooth side with Braun Series shavers, now with Gillette blade technology.

›Discover Braun Series at Amazon.co.uk

  

Treat Someone

Amazon.co.uk Gift Certificates--available in any amount from £5 to £500 With an Amazon.co.uk Gift Certificate, you can get them what they want (even if you don't know what that is).

›Learn more about Gift Certificates

  
Ad

Where's My Stuff?

Delivery and Returns

Need Help?

Your Recent History

  (What's this?)
You have no recently viewed items or searches.

After viewing product detail pages or search results, look here to find an easy way to navigate back to pages you are interested in.

Look to the right column to find helpful suggestions for your shopping session.
Continue Shopping: Top Sellers
The Girl Who Played with Fire
The Girl Who Played with Fire by Stieg Larsson
4.5 out of 5 stars (74)£3.86
 Breaking Dawn (Twilight Saga)
Breaking Dawn (Twilight Saga) by Stephenie Meyer
4.1 out of 5 stars (462)£6.49
 The Girl with the Dragon Tattoo
The Girl with the Dragon Tattoo by Stieg Larsson
4.1 out of 5 stars (164)£3.99
 The Host
The Host by Stephenie Meyer
4.2 out of 5 stars (80)£3.86

amazon.co.uk Amazon Home
International Sites:  United States  |  Germany  |  France  |  Japan  |  Canada  |  China
Business Programs: Sell on Amazon  |  Fulfilment by Amazon  |  Join Associates  |  Join Advantage
Customer Service  |  Help  |  View Basket  |  Your Account
About Amazon.co.uk  |  Careers at Amazon
Conditions of Use & Sale |  Privacy Notice  © 1996-2009, Amazon.com, Inc. and its affiliates