Financial Engineering with Copulas Explained
Format: Print Book
ISBN: 9781137346308
Tax included.
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