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Financial Engineering with Copulas Explained (Financial Engineering Explained) by J. Mai

Financial Engineering with Copulas Explained (Financial Engineering Explained)

J. Mai
172 pages
Palgrave Macmillan
Oct 2014
Paperback
Business & Investing WSBN
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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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About this book
Pages 172
Publisher Palgrave Macmillan
Published 2014
Readers 0

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