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Financial Engineering with Copulas Explained

Financial Engineering with Copulas Explained

J. Mai / M. Scherer

48,40 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2014
Materia
Gestión y técnicas de gestión
ISBN:
9781349466863
48,40 €
IVA incluido
Disponible

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Sobre IBD

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.

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