Financial Engineering with Copulas Explained by Mai, J.

Financial Engineering with Copulas Explained (Paperback) (ISBN-13: 9781137346308)

Vendor: J. Mai
Product type: Books
Format: Paperback
$37.99
$37.99
$37.99
Subtotal: $37.99
Financial Engineering with Copulas Explained by Mai, J.

Financial Engineering with Copulas Explained

$37.99
Financial Engineering with Copulas Explained by Mai, J.

Financial Engineering with Copulas Explained

$37.99
Format: Paperback
Description
Description
x
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.

Author: J. Mai, M. Scherer
ISBN-10: 1137346302
ISBN-13: 9781137346308
Publisher: Palgrave MacMillan
Language: English
Published: 10/02/2014
Pages: 150
Format: Paperback
Weight: 0.60lbs
Size: 9.10h x 6.10w x 0.60d
By J. Mai
By J. Mai
x
Dr. Matthias Scherer is Professor of Mathematical Finance at the Technische Universit舩 M?chen, where he gives lectures in Mathematical Finance and Statistics. His research interests span Mathematical Finance, but focus on credit-risk analysis and the application of copulas. He holds a PhD from the University of Ulm, and a Masters in Mathematics from Syracuse University. Dr. Scherer has co-authored numerous articles on financial topics including dependence modeling and the book Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications.

Dr. Jan-Frederik Mai is Quantitative Analyst at XAIA Investment GmbH. He holds a PhD in Financial Mathematics from Technische Universit舩 M?chen and is co-author of numerous research articles in the field of dependence modeling and of the book Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications.

Recently Viewed Products