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Titel:

Financial Engineering with Copulas Explained

Dokumenttyp:
Buch
Autor(en):
Mai, J.-F.; Scherer, M.
Nicht-TUM Koautoren:
ja
Kooperation:
-
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...     »
Serientitel/Schriftenreihe:
Financial Engineering Explained
Verlag / Institution:
Palgrave Macmillan
Seiten/Umfang:
168
Jahr:
2014
Intellectual Contribution:
Contribution to Practice
Print-ISBN:
978-1137346308
Key publication:
Nein
Peer reviewed:
ja
International:
Ja
commissioned:
not commissioned
Kategorie:
textbook
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