Description - Financial Engineering with Copulas Explained by J. Mai
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.
Buy Financial Engineering with Copulas Explained by J. Mai from Australia's Online Independent Bookstore, BooksDirect.
A Preview for this title is currently not available.
Checking availability...