Dias, Alexandra
Libros de: Dias, Alexandra
Mostrando 1 libros encontrados. (1 páginas).
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Copulae and Multivariate Probability Distributions in Finance
Adcock, Chris Dias, Alexandra Salmon, Mark
Routledge (2013)
- EAN: 9780415814850
- Páginas: 208
- Fecha de edición: 2013
pvp.114,95 €
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Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. ...