Financial Engineering with Copulas Explained

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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 u sed across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.Publication Year: 2014Imprint: Palgrave Macmillan UKFormat: PWeight (Gram): 2642 Show more