Financial Engineering with Copulas Explained

Autori

• Matthias Scherer
• Jan-Frederik Mai

Parametri

• 168 pagine
• 6 ore di lettura

• Economia e affari
• Libri di testo
• Libri di testo universitari

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2014

(In brossura)