Financial Engineering with Copulas Explained
Business & Finance, Industries & Professions, Insurance, Finance & Investing, Finance
| Author: | J. Mai, M. Scherer | ISBN: | 9781137346315 |
| Publisher: | Palgrave Macmillan UK | Publication: | October 2, 2014 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | J. Mai, M. Scherer |
| ISBN: | 9781137346315 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | October 2, 2014 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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.
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.
