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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, 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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Financial Engineering with Copulas Explained, Matthias Scherer, Jan-Frederik Mai
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- Année de publication
- 2014
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