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Financial Engineering with Copulas Explained by Jan-Frederik Mai 9781137346308
RRP: £29.99Booksplease Price: £29.55This 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... -
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Jan-Frederik Mai 9781848168749
RRP: £95.00Booksplease Price: £84.11This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas... -
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Matthias Scherer 9789813149243
RRP: £115.00Booksplease Price: £102.83The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical,...