Financial Engineering with Copulas Explained

Autor: Jan-Frederik Mai, Matthias Scherer

Jazyk:

Vazba: Brožovaná

Vydavatel: PALGRAVE MACMILLAN

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

919 Kč

Financial Engineering with Copulas Explained is a succinct guide to the application and modelling of...

Informace o knize

Autor

Jan-Frederik Mai, Matthias Scherer

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2014

Stránek

150

EAN

9781137346308

ISBN

1137346302

Enbook ID

04771264

Vydavatel

PALGRAVE MACMILLAN

Hmotnost

274

Rozměry

234 x 158 x 10

Kompletní popis

Financial Engineering with Copulas Explained 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. However, by their very nature, copulas are complex and their applications are often misunderstood. Incorrectly applied, copulas can be hugely detrimental to a model or algorithm. This book brings the complex topic of copulas within easy reach of finance practitioners. Starting with an introduction to copulas and their basics, the authors go on to analyse the different kinds of copulas used in the markets, their differences, why different copulas are used for different applications, and more importantly, where they should not be used, and why. Finally, using practical examples, the book shows readers how to construct stable, high dimensional models for asset pricing and risk modelling. Written to appeal to quantitatively-minded practitioners across the trading floors and in risk management, Financial Engineering with Copulas Explained will be a valuable addition to the Financial Engineering Explained series and warmly welcomed by the industry.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Financial Engineering with Copulas Explained

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také