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A01=M. Scherer
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Financial Engineering with Copulas Explained

★★★★★
★★★★★

English

By (author): J. Mai M. Scherer

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. See more
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A01=J. MaiA01=M. SchererAge Group_UncategorizedAuthor_J. MaiAuthor_M. Schererautomatic-updateCategory1=Non-FictionCategory=GPQDCategory=KFFMCategory=KJMCategory=KNSTCOP=United KingdomDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€20 to €50PS=Activesoftlaunch
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Product Details
  • Dimensions: 155 x 235mm
  • Publication Date: 02 Oct 2014
  • Publisher: Palgrave Macmillan
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781137346308

About J. MaiM. Scherer

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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