| 書(shū)目名稱 | Financial Engineering with Copulas Explained |
| 編輯 | Jan-Frederik Mai,Matthias Scherer |
| 視頻video | http://file.papertrans.cn/344/343029/343029.mp4 |
| 概述 | Author team provides a good balance of academic rigor and market practice – essential for this complex topic.The focus of the book is on arbitrary dimensions and arbitrary copulas (as is required in t |
| 叢書(shū)名稱 | Financial Engineering Explained |
| 圖書(shū)封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2014 |
| 關(guān)鍵詞 | Copula; dependence modelling; portfolio credit-risk; financial engineering; asset pricing; Credit Risk; de |
| 版次 | 1 |
| doi | https://doi.org/10.1057/9781137346315 |
| isbn_softcover | 978-1-137-34630-8 |
| isbn_ebook | 978-1-137-34631-5 |
| copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2014 |
|Archiver|手機(jī)版|小黑屋|
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