Financial Engineering with Copulas Explained (Heftet)

Serie: Financial Engineering Explained 

Forfatter:

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Forfatter: og
Innbinding: Heftet
Utgivelsesår: 2014
Antall sider: 172
Forlag: Palgrave Macmillan
Språk: Engelsk
Serie: Financial Engineering Explained
ISBN/EAN: 9781137346308
Kategori: Matematikk
Omtale: 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.

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