2014
Paperback (02 Oct 2014)
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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.
| ISBN: | 9781137346308 |
| Publisher: | Palgrave Macmillan UK |
| Imprint: | Palgrave Macmillan |
| Pub date: | 02 Oct 2014 |
| Edition: | 2014 |
| DEWEY: | 332.01519 |
| DEWEY edition: | 23 |
| Language: | English |
| Number of pages: | xvi, 150 |
| Weight: | 274g |
| Height: | 158mm |
| Width: | 234mm |
| Spine width: | 10mm |
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