Financial Engineering with Copulas Explained
J. Mai, M. Scherer
Palgrave Macmillan, 2014
45,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781137346308
- ISBN-10
- 1137346302
- Publisher
- Palgrave Macmillan
- Year
- 2014
- Publication date
- 2014-10-02
- Pages
- 150
- Dimensions
- 158x234x10
- Weight
- 274