Financial Engineering with Copulas Explained - Brossura

Libro 4 di 9: Financial Engineering Explained

Mai, J.

 
9781137346308: Financial Engineering with Copulas Explained
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ISBN 10: 1137346302 ISBN 13: 9781137346308
Casa editrice: Palgrave Macmillan, 2014

Sinossi

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.

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Informazioni sugli autori

Dr. Matthias Scherer is Professor of Mathematical Finance at the Technische Universität München, 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. <br><br>Dr. Jan-Frederik Mai is Quantitative Analyst at XAIA Investment GmbH. He holds a PhD in Financial Mathematics from Technische Universität München 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.<br>

Dr. Matthias Scherer is Professor of Mathematical Finance at the Technische Universität München, 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 Universität München 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.

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Editore
Palgrave Macmillan
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
1137346302
ISBN 13 
9781137346308
Rilegatura
Copertina flessibile
Numero di pagine
168
Contatto del produttore
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Heidelberg
69115
Germania

Altre edizioni note dello stesso titolo

9781349466863: Financial Engineering with Copulas Explained

Edizione in evidenza

ISBN 10:  1349466867 ISBN 13:  9781349466863
Casa editrice: Palgrave Macmillan, 2014
Brossura