Financial Engineering with Copulas Explained

By Jan-Frederik Mai and Matthias Scherer

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.

• Format: Paperback
• Language: English
• ISBN: 1137346302
• ISBN13: 9781137346308
• Release Date: October 2014
• Publisher: Palgrave MacMillan
• Length: 150 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.6" x 6.1" x 9.1"