Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Year of publication: |
2010-07
|
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Authors: | Hlawatsch, Stefan ; Reichling, Peter |
Institutions: | Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg |
Subject: | Copula | Portfoliomanagement | Risikomanagement | Optionspreisbewertung |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 100016 28 pages |
Classification: | C51 - Model Construction and Estimation ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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