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Financial Engineering with Copulas Explained (Paperback)
J. Mai, M. SchererThis 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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Product 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.
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Product Details
General
Imprint | Palgrave Macmillan |
Country of origin | United Kingdom |
Series | Financial Engineering Explained |
Release date | October 2014 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2014 |
Authors | J. Mai, M. Scherer |
Dimensions | 235 x 155 x 10mm (L x W x T) |
Format | Paperback |
Pages | 150 |
ISBN-13 | 978-1-137-34630-8 |
Barcode | 9781137346308 |
Categories | |
LSN | 1-137-34630-2 |
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