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Financial Engineering with Copulas Explained /

Mai, Jan-Frederik,

Financial Engineering with Copulas Explained / by Jan-Frederik Mai, Matthias Scherer. - 168 pages online resource. - Financial Engineering Explained . - Financial Engineering Explained .

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.

ISBN: 9781137346315

Subjects--Topical Terms:
Science.
Science.
Science, general.

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Financial Engineering with Copulas Explained /

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