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