Financial Engineering with Copulas Explained (Financial Engineering Explained)
Book Details
Author(s)
J. Mai, M. Scherer
Publisher
Palgrave Macmillan
ISBN / ASIN
1137346302
ISBN-13
9781137346308
Availability
Usually ships in 24 hours
Sales Rank
#1,075,307
Category
Business & Economics
Marketplace
United States 🇺🇸
Ratings & Reviews
No reviews yet — be the first!
No reviews yet.
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.
