Financial Engineering with Copulas Explained (Financial Engineering Explained)

by Matthias Scherer (Author), Matthias Scherer (Author), Jan-Frederik Mai (Author)

• New

  Paperback
  2014

  $33.94

  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.