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008 160122s2014 xxk| s |||| 0|eng d
020 _a9781137346315
_qelectronic book
039 9 _a201606081149
_bhaiyati
_c201605200941
_dhaiyati
_y01-22-2016
_zhafiz
_wSpringer_MARC_20160120_024416-hafizupload22012016.mrc
_x67
090 _aebook
090 _aebookQ1-390
100 1 _aMai, Jan-Frederik,
_eauthor.
245 1 0 _aFinancial Engineering with Copulas Explained /
_cby Jan-Frederik Mai, Matthias Scherer.
264 1 _aLondon :
_bPalgrave Macmillan UK,
_c2014.
300 _a168 pages
_bonline resource.
336 _atext
_2rdacontent
337 _acomputer
_2rdamedia
338 _aonline resource
_2rdacarrier
347 _atext file
_2rda
490 1 _aFinancial Engineering Explained
520 _aThis 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.
650 0 _aScience.
650 1 4 _aScience.
650 2 4 _aScience, general.
700 1 _aScherer, Matthias.
_eauthor.
710 2 _aSpringerLink (Online service).
773 0 _tSpringer eBooks.
773 0 _tPalgrave connect e-books.
776 0 8 _iPrinted edition:
_z9781137346308
830 0 _aFinancial Engineering Explained
856 4 0 _uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=http://dx.doi.org/10.1057/9781137346315
907 _a.b16262190
_b2022-10-10
_c2019-11-12
942 _c01
_n0
_kebook
914 _avtls003599232
990 _anh
998 _ae
_b2016-09-01
_cm
_dz
_feng
_gxxk
_y0
_z.b16262190
999 _c603875
_d603875