Kontakt
Ako nakupovať
Doručenie
Nákupný poradca
Financial Engineering with Copulas Explained
Angličtina
95 b
30 dní na vrátenie tovaru
Zákazníci tiež kúpili
/
Pevná
114.99
€
/
Brožovaná
102.86
€
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.
Informácie o knihe
Angličtina
Darujte túto knihu ešte dnes
Je to jednoduché
1 Pridajte knihu do košíka a vyberte možnosť doručiť ako darček 2 Obratom Vám zašleme poukaz 3 Knihu zašleme na adresu obdarovanéhoMohlo by vás tiež zaujímať
/
Brožovaná
19.29
€
/
Brožovaná
97.51
€
/
Brožovaná
29.19
€