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 financial engineer's toolkit.
octobre 2014, 168 pages, Economics and Finance (R0), Anglais
PALGRAVE MACMILLAN
9781137346315

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