Financial Engineering with Copulas Explained

Printed Book
SR 173
Inclusive of VAT
Sold as: EACH
Author:Mai, Jan-Frederik
Date of Publication: 2014
Book classification:Business & Management,English Books
No. of pages:170 Pages
Format:Paperback

This book is printed on demand and is non-refundable after purchase

Available Formats :

Printed Book

It will be sent to your address

SR173
Incl. VAT

Choose your delivery preference

Or

About this Product

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 engineers toolkit.
Show more

Specifications

SKU9781137346308
Manufacturer Number9781137346308
year published2014
Show more

Report an issue with this product.

Customer Reviews