Financial Engineering With Copulas Explained (Financial Engineering Explained)

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.

• • Author: J. Mai, M. Scherer
• • Publisher: Palgrave Macmillan
• • Publication Date: Oct 02, 2014
• • Number of Pages: 172 pages
• • Language: English
• • Binding: Paperback
• • ISBN-10: 1137346302
• • ISBN-13: 9781137346308