Financial Engineering with Copulas Explained
J. MaiM. Scherer
Broschiertes Buch

Financial Engineering with Copulas Explained

Versandkostenfrei!
Versandfertig in 6-10 Tagen
27,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
14 °P sammeln!
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.