Applied Quantitative Finance
Springer Berlin Heidelberg
Chapter title |
Applications of Copulas for the Calculation of Value-at-Risk
|
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Chapter number | 2 |
Book title |
Applied Quantitative Finance
|
Published by |
Springer, Berlin, Heidelberg, January 2002
|
DOI | 10.1007/978-3-662-05021-7_2 |
Book ISBNs |
978-3-54-043460-3, 978-3-66-205021-7
|
Authors |
Jörn Rank, Thomas Siegl, Rank, Jörn, Siegl, Thomas |
Country | Count | As % |
---|---|---|
Unknown | 1 | 100% |
Readers by professional status | Count | As % |
---|---|---|
Student > Ph. D. Student | 1 | 100% |
Readers by discipline | Count | As % |
---|---|---|
Mathematics | 1 | 100% |