Financial Engineering with Copulas Explained

Financial Engineering with Copulas Explained

J. Mai

Format: Print Book

ISBN: 9781137346308

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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.

Publication Year: 2014
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 2642






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