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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
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.

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.

More books from Palgrave Macmillan UK

Cover of the book A Theory of the Producer-Consumer Household by J. Mai, M. Scherer
Cover of the book Gender and Cancer in England, 1860-1948 by J. Mai, M. Scherer
Cover of the book Strategies for Longevity in Family Firms by J. Mai, M. Scherer
Cover of the book Case Studies and Causal Inference by J. Mai, M. Scherer
Cover of the book A Syncretistic Theory of Depiction by J. Mai, M. Scherer
Cover of the book Wage-Led Growth by J. Mai, M. Scherer
Cover of the book The Management of Change in Criminal Justice by J. Mai, M. Scherer
Cover of the book El Niño in World History by J. Mai, M. Scherer
Cover of the book The Executive Guide to Corporate Restructuring by J. Mai, M. Scherer
Cover of the book Models of Balance of Payments Constrained Growth by J. Mai, M. Scherer
Cover of the book 3D Printing for Development in the Global South by J. Mai, M. Scherer
Cover of the book Power, Information Technology, and International Relations Theory by J. Mai, M. Scherer
Cover of the book Transnational Soldiers by J. Mai, M. Scherer
Cover of the book Managing High-Stakes Risk by J. Mai, M. Scherer
Cover of the book Hand-Made Television by J. Mai, M. Scherer
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy