Financial Engineering with Copulas Explained

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Finance
Cover of the book Financial Engineering with Copulas Explained by J. Mai, M. Scherer, Palgrave Macmillan UK
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Author: J. Mai, M. Scherer ISBN: 9781137346315
Publisher: Palgrave Macmillan UK Publication: October 2, 2014
Imprint: Palgrave Macmillan Language: English
Author: J. Mai, M. Scherer
ISBN: 9781137346315
Publisher: Palgrave Macmillan UK
Publication: October 2, 2014
Imprint: Palgrave Macmillan
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.

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This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.

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