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Financial Engineering with Copulas Explained

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Brand
Springer Nature
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N/A
Part Number
0
GTIN
9781137346308
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New
Product Description

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.

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