{
"item_title" : "Financial Engineering with Copulas Explained",
"item_author" : [" J. Mai", "M. Scherer "],
"item_description" : "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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Overview
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.
This item is Non-Returnable
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Details
- ISBN-13: 9781137346308
- ISBN-10: 1137346302
- Publisher: Palgrave MacMillan
- Publish Date: October 2014
- Dimensions: 9.1 x 6.1 x 0.6 inches
- Shipping Weight: 0.6 pounds
- Page Count: 150
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