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Financial Engineering with Copulas Explained

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 fina...

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Main Authors: Mai, J. (Author, http://id.loc.gov/vocabulary/relators/aut), Scherer, M. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
Edition:1st ed. 2014.
Series:Financial Engineering Explained
Subjects:
Financial engineering.
Risk management.
Management.
Investment banking.
Securities.
Banks and banking.
Financial Engineering.
Risk Management.
Investments and Securities.
Banking.
Online Access:https://doi.org/10.1057/9781137346315
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