Tags
Language
Tags
<<
April 2024
Su Mo Tu We Th Fr Sa
31 1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 1 2 3 4
  1. Home
  2. eBooks & eLearning

Financial Engineering with Copulas Explained

Posted By: step778
Date: 23 Oct 2020 12:24:55
Financial Engineering with Copulas Explained

J. Mai, M. Scherer, "Financial Engineering with Copulas Explained"
English | 2014 | pages: 167 | ISBN: 1137346302 | PDF | 4,1 mb

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.

My Link
UPWARDS