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Results for tag: "Dynamic Copula Method"

Mathematical Methods for Finance. Tools for Asset and Risk Management. Edition No. 1. Frank J. Fabozzi Series - Product Thumbnail Image

Mathematical Methods for Finance. Tools for Asset and Risk Management. Edition No. 1. Frank J. Fabozzi Series

  • Book
  • November 2013
  • 320 Pages
  • 1 Results (Page 1 of 1)
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The Dynamic Copula Method is a financial market tool used to model the dependence structure between multiple assets. It is a type of copula function, which is a mathematical tool used to measure the dependence between two random variables. The Dynamic Copula Method is used to measure the dependence between multiple assets, allowing for the modeling of complex relationships between them. It is a powerful tool for financial risk management, as it allows for the accurate measurement of the risk associated with a portfolio of assets. The Dynamic Copula Method is used by a variety of financial institutions, including banks, hedge funds, and insurance companies. It is also used by asset managers and other financial professionals to assess the risk associated with their portfolios. Companies that specialize in the Dynamic Copula Method include RiskMetrics, Axioma, and MSCI. Show Less Read more