Financial Engineering With Copulas Explained
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Financial Engineering with Copulas Explained
Author | : J. Mai |
Publisher | : Springer |
Total Pages | : 200 |
Release | : 2014-10-02 |
Genre | : Business & Economics |
ISBN | : 1137346310 |
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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.
Financial Engineering with Copulas Explained Related Books
Language: en
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