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Financial Engineering with Copulas Explained 2014 Edition
Contributor(s): Mai, J. (Author), Scherer, M. (Author)
ISBN: 1137346302     ISBN-13: 9781137346308
Publisher: Palgrave MacMillan
OUR PRICE:   $36.09  
Product Type: Paperback - Other Formats
Published: October 2014
Qty:
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.