Financial Engineering Explained

Mai, J.; Scherer, M.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2014-10-02

Format: Paperback

ISBN-13: 9781137346308

DOI: 10.1057/9781137346315

Dimensions: 235cm x155cm

Pages: 150