Financial Engineering with Copulas Explained

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Finance
Cover of the book Financial Engineering with Copulas Explained by J. Mai, M. Scherer, Palgrave Macmillan UK
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: J. Mai, M. Scherer ISBN: 9781137346315
Publisher: Palgrave Macmillan UK Publication: October 2, 2014
Imprint: Palgrave Macmillan Language: English
Author: J. Mai, M. Scherer
ISBN: 9781137346315
Publisher: Palgrave Macmillan UK
Publication: October 2, 2014
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Doctor Who: The Unfolding Event — Marketing, Merchandising and Mediatizing a Brand Anniversary by J. Mai, M. Scherer
Cover of the book Women In Business by J. Mai, M. Scherer
Cover of the book Cross-Gendered Literary Voices by J. Mai, M. Scherer
Cover of the book European Cosmopolitanism in Question by J. Mai, M. Scherer
Cover of the book The Courage of Truth by J. Mai, M. Scherer
Cover of the book Radical Feminism by J. Mai, M. Scherer
Cover of the book British Counterinsurgency by J. Mai, M. Scherer
Cover of the book Migration, Globalization, and the State by J. Mai, M. Scherer
Cover of the book Power at Play by J. Mai, M. Scherer
Cover of the book Advances in International Environmental Politics by J. Mai, M. Scherer
Cover of the book Gender Pedagogy by J. Mai, M. Scherer
Cover of the book Private Company Valuation by J. Mai, M. Scherer
Cover of the book The Political Economy of Conflict in South Asia by J. Mai, M. Scherer
Cover of the book Rethinking Disability Theory and Practice by J. Mai, M. Scherer
Cover of the book Deterring Cyber Warfare by J. Mai, M. Scherer
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy