Financial Engineering with Copulas Explained
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 fina...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2014.
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| Series: | Financial Engineering Explained
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| Subjects: | |
| Online Access: | View fulltext via EzAccess |