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Fermanian, Jean-David. - Horizon Information Portal - SirsiDynixdynixasp.com
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Jörn Rank (editor) · Copulas : from theory to application in finance · London : Risk Books, c2007 · X. Description: p Additional authors ... Jörn Rank (editor) · Copulas : from theory to application in finance · London : Risk Books, c2007 · X. Description: p Additional authors ...
Copulas : from theory to application in finance - EconBiz
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Preview. Copulas : from theory to application in finance. ed. by Jörn Rank. Year of Publication: Contributors: Rank, Jörn. Publisher: London : Risk Books.
Modelagens estatística para dados de sobrevivência ...Biblioteca Digital de Teses e Dissertações da USP
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von TR Ribeiro — Jörn Rank. Copulas: from theory to application in finance. London: Risk Books., p , [19] CHEN, M. H.; IBRAHIM, J. G.; SINHA, D. Bayesian ... von TR Ribeiro — Jörn Rank. Copulas: from theory to application in finance. London: Risk Books., p , [19] CHEN, M. H.; IBRAHIM, J. G.; SINHA, D. Bayesian ...
Capital Markets, Fifth Edition: Institutions, Instruments, ...google.com
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... Jörn Rank, ed., Copulas: From Theory to Application in Finance (London: Risk Books, 2006) Leslie A. Balzer, “Investment Risk: A Unied Approach to ...
The bivariate K-band-submillimetre luminosity functions of ...arXiv
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von P Andreani · · Zitiert von: 7 — Jörn Rank (Editor), published by Risk Books, Smith R.E., 2012, MNRAS. Smith M.W.L. et al., 2012a, ApJ 748, Smith M.W.L. et al ... von P Andreani · · Zitiert von: 7 — Jörn Rank (Editor), published by Risk Books, Smith R.E., 2012, MNRAS. Smith M.W.L. et al., 2012a, ApJ 748, Smith M.W.L. et al ...
Diplomová práce - Kopule: modelování závislostí - IS MUNI
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von T Pospíšil · — Jörn Rank. Risk Books, Londýn,–64. Dostupné z: https://archive-ouverte.unige.ch/unige: [cit ]. › Diplomova_prace
Modelagens estatística para dados de sobrevivência bivariados
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Jörn Rank. Copulas: from theory to application in finance. London: Risk Books., p , [19] CHEN, M. H.; IBRAHIM, J. G.; SINHA, ... › ufscar › DissTRR
(PDF) Joint and conditional dependence modelling of peak ...Academia.edu
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In: Jörn Rank (Ed) Copulas: from theory to application in finance. Risk Books, London, pp 35–64 Cherubini U, Luciano E, Vecchiato W (2004) Copula methods in ... In: Jörn Rank (Ed) Copulas: from theory to application in finance. Risk Books, London, pp 35–64 Cherubini U, Luciano E, Vecchiato W (2004) Copula methods in ...
Publications du Geneva Finance Research Institute (GFRI)Université de Genève
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In Copulas: from theory to application in finance, édité par Jörn Rank, 35‑64. London: Risk Books, Rapports de recherche. Carrieri, Francesca, Ines ... In Copulas: from theory to application in finance, édité par Jörn Rank, 35‑64. London: Risk Books, Rapports de recherche. Carrieri, Francesca, Ines ...
CopulasRisk Books
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— Copulas. By Jörn Rank. Be the first to review this product. £ With the use of copulas becoming increasingly important in finance, Copulas — Copulas. By Jörn Rank. Be the first to review this product. £ With the use of copulas becoming increasingly important in finance, Copulas ,00 £
Catálogo · INMABB - MSC 2000: 60E05
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Copulas : from theory to application in finance. edited by Jörn Rank. London : Risk Books, © Ubicación: 91. C785. Multivariate models and dependence ...
FRB: Exchange Rates Dependence: What Drives It?
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... Pricing Multivariate Currency Options with Copulas," in Copulas, from theory to application in Finance, edited by Dr Jörn Rank RISK books.
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edited by Jörn Rank London : Risk Books, Call number: Monografie. Available Items: 1 to rent and 0 in house loan 1. › records
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