Financial Engineering with Copulas Explained Paperback / softback
by J. Mai, M. Scherer
Part of the Financial Engineering Explained series
Paperback / softback
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
-
Out of stock
- Format:Paperback / softback
- Pages:150 pages, XXII, 150 p.
- Publisher:Palgrave Macmillan
- Publication Date:02/10/2014
- Category:
- ISBN:9781137346308
Other Formats
- PDF from £25.49
Information
-
Out of stock
- Format:Paperback / softback
- Pages:150 pages, XXII, 150 p.
- Publisher:Palgrave Macmillan
- Publication Date:02/10/2014
- Category:
- ISBN:9781137346308
