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Financial Engineering With Copulas Explained
language: english
Publisher:
Palgrave Macmillan, 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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781137346308 |
| Publisher: | Palgrave Macmillan |
| Release Date: | October of 2014 |
| Language: | English |
| Dimensions: | 156 x 234 x 20 mm |
| Cover: | Softcover |
| Pages: | 150 |
| Format: | Book |
| Collection: | Financial Engineering Explained |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
|
| EAN: | 9781137346308 |
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