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Financial Engineering With Copulas Explained

Financial Engineering With Copulas Explained - Financial Engineering Explained

2014

Paperback (02 Oct 2014)

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Publisher's Synopsis

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.

About the Publisher

Palgrave Macmillan

From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.

Book information

ISBN: 9781137346308
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2014
DEWEY: 332.01519
DEWEY edition: 23
Language: English
Number of pages: 150
Weight: 274g
Height: 158mm
Width: 234mm
Spine width: 10mm