Financial Engineering with Copulas Explained (Financial Engineering Explained)
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Book Details
Author(s)J. Mai, M. Scherer
PublisherPalgrave Macmillan
ISBN / ASIN1137346302
ISBN-139781137346308
AvailabilityUsually ships in 24 hours
Sales Rank1,075,307
CategoryBusiness & Economics
MarketplaceUnited States 🇺🇸
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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