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Financial Engineering With Copulas Explained eBook

by J. Mai e M. Scherer
language: english
Publisher: Palgrave Macmillan UK, October of 2014 ‧
39,74€
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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

by J. Mai e M. Scherer

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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