Financial Engineering with Copulas Explained
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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.
\n| Autor: | Scherer, Matthias; Mai, Jan-Frederik |
| Nakladatel: | Palgrave Macmillan |
| ISBN: | 9781137346308 |
| Rok vydání: | 2014 |
| Jazyk : | Angličtina |
| Vazba: | Měkká |
| Počet stran: | 150 |
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