Financial Engineering with Copulas Explained (Financial Engineering Explained)

Amazon.com Price: $25.44 (as of 11/10/2019 15:53 PST- Details)

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Description

It is a succinct guide to the appliance and modelling of dependence models or copulas within the monetary markets. First applied to credit chance modelling, copulas are actually extensively used across a variety of derivatives transactions, asset pricing ways and chance models and are a core a part of the monetary engineer’s toolkit.

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Financial Engineering with Copulas Explained (Financial Engineering Explained)

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