| Financial Engineering with Copulas Explained 2014 Edition Contributor(s): Mai, J. (Author), Scherer, M. (Author) |
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ISBN: 1137346302 ISBN-13: 9781137346308 Publisher: Palgrave MacMillan OUR PRICE: $36.09 Product Type: Paperback - Other Formats Published: October 2014 |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - Financial Engineering - Business & Economics | Insurance - Risk Assessment & Management - Business & Economics | Management - General |
| Dewey: 332 |
| Series: Financial Engineering Explained |
| Physical Information: 0.6" H x 6.1" W x 9.1" (0.60 lbs) 150 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |