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...

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Bibliographic Details
Main Authors: Mai, Jan-Frederik. (Author), Scherer, Matthias. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
Series:Financial Engineering Explained
Subjects:
Online Access:View fulltext via EzAccess
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