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

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

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management t

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

Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides