Copula Methods In Finance

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Copula Methods in Finance
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Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means o
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The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financi
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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, copu
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The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, an