Amvik eBook Solutions

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means o

This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simu

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s