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Financial Engineering With Copulas Explained eBook
language: english
Publisher:
Palgrave Macmillan UK, October of 2014 ‧
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SYNOPSIS
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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| Property | Description |
|---|---|
| ISBN: | 9781137346315 |
| Publisher: | Palgrave Macmillan UK |
| Release Date: | October of 2014 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | |
| Collection: | Financial Engineering Explained |
| Categories: |
eBooks in English
>
Management
>
Management and Organization
eBooks in English > Others |
| EAN: | 9781137346315 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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