Calibration of Multivariate Generalized Hyperbolic Distributions

Dieses Buch führt durch die Kalibrierung multivariater generalisierter Hyperbolischer Verteilungen, zeigt deren Einsatz bei Risikobewertung, Portfoli ...
Calibration of Multivariate
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Calibration of Multivariate Generalized Hyperbolic Distributions, Fachbücher
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Vdm Verlag Dr. Müller
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Vdm Verlag Dr. Müller 3639123603

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