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Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.
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Prokhorov, Artem
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2017
Persistent link: https://www.econbiz.de/10011444599
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Financial engineering with copulas explained
Mai, Jan-Frederik
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Scherer, Matthias
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2014
Persistent link: https://www.econbiz.de/10011386753
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
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Frey, Rüdiger
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Embrechts, Paul
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2005
Persistent link: https://www.econbiz.de/10002934295
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