LIBROS DEL AUTOR: jan frederik mai

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  • Financial Engineering with Copulas Explained
    Jan-Frederik Mai / Matthias Scherer
    The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-risk modeling, 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. However, by their very nature, copulas are ...
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