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Financial Engineering with Copulas Explained

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Financial Engineering with Copulas Explained

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5 029,00 JPY

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2026-08-07 2026-08-14

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2026-08-07	18,01
2026-08-08	35,30
2026-08-14	36,39

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EAN 9781137346308

Springer Nature

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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.