Related Books

Financial Engineering with Copulas Explained
Language: en
Pages: 200
Authors: J. Mai
Categories: Business & Economics
Type: BOOK - Published: 2014-10-02 - Publisher: Springer

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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, copu
Financial Engineering with Copulas Explained
Language: en
Pages: 167
Authors: J. Mai
Categories: Business & Economics
Type: BOOK - Published: 2014-10-02 - Publisher: Springer

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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, copu
Modern Financial Engineering: Counterparty, Credit, Portfolio And Systemic Risks
Language: en
Pages: 434
Authors: Giuseppe Orlando
Categories: Science
Type: BOOK - Published: 2021-12-28 - Publisher: World Scientific

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The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts
The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Language: en
Pages: 228
Authors: Dongsheng Lu
Categories: Business & Economics
Type: BOOK - Published: 2016-01-01 - Publisher: Springer

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This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management t
Elements of Copula Modeling with R
Language: en
Pages: 274
Authors: Marius Hofert
Categories: Business & Economics
Type: BOOK - Published: 2019-01-09 - Publisher: Springer

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This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas