Financial Engineering with Copulas Explained / by Jan-Frederik Mai, Matthias Scherer.

By:

Mai, Jan-Frederik [author.]

Contributor(s):

Series: Financial Engineering ExplainedPublisher: London : Palgrave Macmillan UK, 2014Description: 168 pages online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781137346315

Subject(s):

Additional physical formats: Printed edition:: No titleOnline resources:

Click here to access online

In: Springer eBooks In: Palgrave connect e-booksSummary: 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.

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Holdings
Item type	Current library	Home library	Collection	Call number	Materials specified	Copy number	Status	Date due	Barcode
AM	PERPUSTAKAAN TUN SERI LANANG	PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5)	-	ebook (Browse shelf(Opens below))		1	Available

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.

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Financial Engineering with Copulas Explained / by Jan-Frederik Mai, Matthias Scherer.

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