Copula Methods In Finance
by Vecchiato, Umberto Cherubini; Elisa Luciano; Walter
Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.
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Copula Methods in Finance
by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
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Copula Methods in Finance
by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
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Copula Methods in Finance
by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
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- 2004-07-02
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- Hardcover
- ISBN
- 9780470863442
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San Diego, California, USA
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Wiley, 2004-07-02. Hardcover. New. New. In shrink wrap. Looks like an interesting title! Item Price
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Copula Methods in Finance (The Wiley Finance Series)
by Umberto Cherubini/ Elisa Luciano/ Walter Vecchiato
- Condition
- New
- Published
- 2004
- Binding
- Hardcover
- ISBN
- 9780470863442
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- 1
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Exeter, Devon, GBR
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NZ$250.49
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John Wiley & Sons Inc, 2004. Hardcover. New. 1st edition. 512 pages. 9.50x6.75x0.75 inches. Item Price
NZ$250.49
Copula Methods in Finance (The Wiley Finance Series)
by Umberto Cherubini/ Elisa Luciano/ Walter Vecchiato
- Condition
- New
- Published
- 2004
- Binding
- Hardcover
- ISBN
- 9780470863442
- Quantity Available
- 1
- Seller
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Exeter, Devon, GBR
- Item Price
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NZ$293.27
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John Wiley & Sons Inc, 2004. Hardcover. New. 1st edition. 512 pages. 9.50x6.75x0.75 inches. Item Price
NZ$293.27