Financial Engineering with Copulas Explained
| Author | : J. Mai |
| Publisher | : Springer |
| Total Pages | : 200 |
| Release | : 2014-10-02 |
| ISBN-13 | : 9781137346315 |
| ISBN-10 | : 1137346310 |
| Rating | : 4/5 (10 Downloads) |
Book Synopsis Financial Engineering with Copulas Explained by : J. Mai
Download or read book Financial Engineering with Copulas Explained written by J. Mai and published by Springer. This book was released on 2014-10-02 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
