Financial Engineering with Copulas Explained PDF
by J. Mai, M. Scherer
Part of the Financial Engineering Explained series
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Description
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.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:02/10/2014
- Category:
- ISBN:9781137346315
Other Formats
- Paperback / softback from £24.09
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:02/10/2014
- Category:
- ISBN:9781137346315
