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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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Lowest (90 days)18,01 PLN
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2026-08-07 2026-08-14
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2026-08-0718,01
2026-08-0835,30
2026-08-1436,39
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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.

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