TY  - BOOK
AU  - Mai,Jan-Frederik
AU  - Scherer,Matthias
ED  - SpringerLink (Online service).
TI  - Financial Engineering with Copulas Explained
T2  - Financial Engineering Explained
SN  - 9781137346315
PY  - 2014///
CY  - London
PB  - Palgrave Macmillan UK
KW  - Science
KW  - Science, general
N2  - 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
UR  - https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://dx.doi.org/10.1057/9781137346315
ER  -