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. Read More
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. Read Less
Add this copy of Financial Engineering With Copulas Explained to cart. $32.43, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2014 by Palgrave Macmillan.
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