Financial engineering with copulas explained
(2014)
Nonfiction
eBook
Details
PUBLISHED
[United States] : Palgrave Macmillan UK 2014
Made available through hoopla
Made available through hoopla
DESCRIPTION
1 online resource
ISBN/ISSN
9781137346315 MWT15167076, 1137346310 15167076
LANGUAGE
English
NOTES
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
Mode of access: World Wide Web