Financial Engineering with Copulas Explained
Author | : J. Mai |
Publisher | : Springer |
Total Pages | : 167 |
Release | : 2014-10-02 |
ISBN-10 | : 9781137346315 |
ISBN-13 | : 1137346310 |
Rating | : 4/5 (310 Downloads) |
Download or read book Financial Engineering with Copulas Explained written by J. Mai and published by Springer. This book was released on 2014-10-02 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.