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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Matthias Scherer 9789813149243
RRP: $241.50Booksplease Price: $215.94The 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,... -
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation by Matthias Scherer 9781013267819
RRP: $115.40Booksplease Price: $103.59Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781013267819Author Matthias SchererFormat HardbackPage Count 444Imprint Saint Philip Street... -
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation by Matthias Scherer 9781013267802
RRP: $107.00Booksplease Price: $92.19Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781013267802Author Matthias SchererFormat PaperbackPage Count 444Imprint Saint Philip Street... -
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Jan-Frederik Mai 9781848168749
RRP: $199.50Booksplease Price: $176.63This 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... -
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation by Kathrin Glau 9783319334455
Booksplease Price: $96.81This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced... -
Financial Engineering with Copulas Explained by Jan-Frederik Mai 9781137346308
RRP: $62.98Booksplease Price: $62.06This 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...