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Financial Engineering with Copulas Explained

By J. Mai
About 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 financial engineer's toolkit.

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  • Language:
  • English
  • ISBN:
  • 9781137346308
  • Binding:
  • Paperback
  • Pages:
  • 150
  • Published:
  • October 1, 2014
  • Dimensions:
  • 234x158x10 mm.
  • Weight:
  • 274 g.
Delivery: 2-4 weeks
Expected delivery: August 1, 2025

Description of 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 financial engineer's toolkit.

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