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The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financi
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Handbook of Financial Time Series
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The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical poin
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Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asse