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Financial Engineering With Copulas Explained
idioma: inglês
Editor:
Palgrave Macmillan, outubro de 2014 ‧
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40,55€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781137346308 |
| Editor: | Palgrave Macmillan |
| Data de Lançamento: | outubro de 2014 |
| Idioma: | Inglês |
| Dimensões: | 156 x 234 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 150 |
| Tipo de produto: | Livro |
| Coleção: | Financial Engineering Explained |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9781137346308 |
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