Placeholder text
Copulas: From Theory to Application in Finance
By Jorn Rank
Only 1 item left in stock
Description
You are given examples of the most frequently used methods in both market and credit risk, the pitfalls they depend upon and an analysis of possible solutions. You will also gain an in-depth understanding of the methods presented to perform risk calculations and apply them to your own.
Copulas involves a detailed analysis of the field of financial risk management and derivative pricing, and:
- Introduces and delves deeply into the theoretical aspects,
- Presents the applications of copulas on market and credit risk,
- Gives you an outlook on the future development of the application of Copulas in finance; and
- Allows you to understand the practical applications of copulas in financial risk management.
Product details
Edition:
1
Number of Pages:
350
Release Date:
2006-07-10
Publication Date:
2006-07-10
Publisher:
Risk Books
Languages:
Published:
English,
Original:
English
ISBN10:
190433945X
Weight:
835 g
Condition
Show more
Show less
Show more
Show less
Good
The items bear minimal signs of past use, such as light scratches or memories in the form of markings. These signs of wear give the items a charming character and tell stories of their previous owners, while not affecting their functionality.
€51,49