Financial Engineering with Copulas Explained
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 an
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10.1057/9781137346315 - Financial Engineering with Copulas Explained, Jan-Frederik Mai and Matthias Scherer
Copyright material from www.palgraveconnect.com - licensed to University of Aberdeen - PalgraveConnect - 2014-11-15
Financial Engineering with Copulas Explained
Financial Engineering Explained About the series
Series Editor: Wim Schoutens, Department of Mathematics, Catholic University of Leuven. Series Advisory Board: Peter Carr, Executive Director, NYU Mathematical Finance; Global Head of Market Modeling, Morgan Stanley. Ernst Eberlein, Department of Mathematical Stochastics, University of Freiburg. Matthias Scherer, Chair of Mathematical Finance, Technische Universität München. Titles in the series: Equity Derivatives Explained, Mohamed Bouzoubaa The Greeks and Hedging Explained, Peter Leoni Smile Pricing Explained, Peter Austing Financial Engineering with Copulas Explained, Matthias Scherer and Jan-Frederik Mai Interest Rates Explained Volume 1, Jörg Kienitz Forthcoming titles: Interest Rates Explained Volume 2, Jörg Kienitz Submissions: Wim Schoutens – [email protected]
Financial Engineering Explained series Series Standing Order ISBN: 978–1137–32733–8 You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBN quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England
10.1057/9781137346315 - Financial Engineering with Copulas Explained, Jan-Frederik Mai and Matthias Scherer
Copyright material from www.palgraveconnect.com - licensed to University of Aberdeen - PalgraveConnect - 2014-11-15
Financial Engineering Explained is a series of concise, practical guides to modern finance, focusing on key, technical areas of risk management and asset pricing. Written for practitioners, researchers and students, the series discusses a range of topics in a non-mathematical but highly intuitive way. Each self-contained volume is dedicated to a specific topic and offers a thorough introduction with all the necessary depth, but without too much technical ballast. Where applicable, theory is illustrated with real world examples, with special attention to the numerical implementation.
Jan-Frederik Mai XAIA Investment, Munich, Germany and
Matthias Scherer Technische Universität München, Germany
10.1057/9781137346315 - Financial Engineering with Copulas Explained, Jan-Frederik Mai and Matthias Scherer
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