Financial Engineering with Copulas Explained | EKB DL

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Financial Engineering with Copulas Explained

Financial Engineering with Copulas Explained

Description

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.

Keywords

Business & EconomicsFinanceFinancial EngineeringFinancial Risk ManagementManagementIndustriesFinancial ServicesInvestments & SecuritiesMathematicsGame Theory

2014Book

Author(s)J. Mai, M. Scherer

PublisherPalgrave Macmillan UK

ISBN9781137346308

LanguageEnglish

SpringerLink Book

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