Ebook: Financial Engineering with Copulas Explained
- Tags: Financial Engineering, Risk Management, Management, Investments and Securities, Banking
- Series: Financial Engineering Explained
- Year: 2014
- Publisher: Palgrave Macmillan UK
- Edition: 1
- Language: English
- pdf
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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