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Financial Engineering with Copulas Explained

Financial Engineering with Copulas Explained

Paperback

Series: Financial Engineering Explained

Business GeneralInvesting & FinanceManagement

ISBN10: 1137346302
ISBN13: 9781137346308
Publisher: Springer Nature
Published: Oct 2 2014
Pages: 150
Weight: 0.60
Height: 0.60 Width: 6.10 Depth: 9.10
Language: English
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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Investing & Finance