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Document type:
Buch 
Author(s):
Mai, J.-F.; Scherer, M. 
Non-TUM Co-author(s):
ja 
Cooperation:
Title:
Financial Engineering with Copulas Explained 
Abstract:
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. Incorrectly applied, copulas can be hugely detrimental to a mode...    »
 
Bookseries title:
Financial Engineering Explained 
Publisher:
Palgrave Macmillan 
Pages:
168 
Year:
2014 
Intellectual Contribution:
Contribution to Practice 
Print-ISBN:
978-1137346308 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
commissioned:
not commissioned 
Category:
textbook