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Financial Engineering With Copulas Explained

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