Financial Engineering with Copulas Explained - Financial Engineering Explained - J. Mai - Books - Palgrave Macmillan - 9781137346308 - October 2, 2014
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Financial Engineering with Copulas Explained - Financial Engineering Explained

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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.


168 pages, 8 black & white tables, 34 figures

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 2, 2014
ISBN13 9781137346308
Publishers Palgrave Macmillan
Pages 150
Dimensions 234 × 158 × 10 mm   ·   274 g

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