Financial Engineering With Copulas Explained - Jan-Frederik Mai - Paperback - en Book

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Financial Engineering With Copulas Explained - Jan-Frederik Mai - Paperback - en Book

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Financial Engineering With Copulas Explained - Jan-Frederik Mai - Paperback - en Book

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Financial Engineering With Copulas Explained - Jan-Frederik Mai - Paperback - en Book

The Modeling Of Dependence Structures (or Copulas) Is Undoubtedly One Of The Key Challenges For Modern Financial Engineering. First Applied To Credit-risk Modeling, 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. However, By Their Very Nature, Copulas Are Complex And Their Applications Are Often Misunderstood.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Paperback
  • Language: en
  • Length: 170
  • Publisher / Label: Springer Nature B.V
  • Author: Jan-Frederik Mai
  • Fruugo ID: 491661076-1015238148
  • ISBN: 9781137346308

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