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Financial Engineering with Copulas Explained (Paperback) Loot Price: R1,419
Discovery Miles 14 190
Repayment Terms: R133 pm x 12*
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Financial Engineering with Copulas Explained (Paperback): J. Mai, M. Scherer

Financial Engineering with Copulas Explained (Paperback)

J. Mai, M. Scherer

Series: Financial Engineering Explained

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Loot Price R1,419 Discovery Miles 14 190 | Repayment Terms: R133 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Series: Financial Engineering Explained
Release date: October 2014
First published: 2014
Authors: J. Mai • M. Scherer
Dimensions: 235 x 155 x 10mm (L x W x T)
Format: Paperback
Pages: 150
ISBN-13: 978-1-137-34630-8
Categories: Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions
Books > Money & Finance > Credit & credit institutions
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LSN: 1-137-34630-2
Barcode: 9781137346308

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