✦ LIBER ✦
Nonlinear term structure dependence: Copula functions, empirics, and risk implications
✍ Scribed by Markus Junker; Alex Szimayer; Niklas Wagner
- Book ID
- 116614678
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 352 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.