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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.
- Illustratör: 8 b, 34 figures w tables
- Format: Pocket/Paperback
- ISBN: 9781137346308
- Språk: Engelska
- Antal sidor: 150
- Utgivningsdatum: 2014-10-02
- Förlag: Palgrave Macmillan