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New copula models in quantitative finance : applications to risk management and option pricing

No description available.
Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:498913
Date January 2008
CreatorsSmillie, Alan
PublisherImperial College London
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10044/1/11326

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