Compare Financial Engineering with Copulas Explained by J. Mai, Paperback | Indigo Chapters

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. | Financial Engineering with Copulas Explained by J. Mai, Paperback | Indigo Chapters