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.
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Financial Engineering with Copulas Explained – (PDF/EPUB Version)
Author(s): J. Mai; M. Scherer
Publisher: Palgrave Macmillan
ISBN: 9781137346308
Edition:
$19,99
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