Mai, Jan-Frederik, <br/><br/>
Financial Engineering with Copulas Explained  / 
by Jan-Frederik Mai, Matthias Scherer. 
 - 168 pages  online resource. 
 - Financial Engineering Explained .
 - Financial Engineering Explained .
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9781137346315 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Science.<br/>Science.<br/>Science, general.