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Copula Methods in Finance

Language EnglishEnglish
Book Hardback
Book Copula Methods in Finance Cherubini
Libristo code: 04085021
Publishers John Wiley & Sons Inc, May 2004
"Copula Methods in Finance" is the first book to address the mathematics of copula functions illustr... Full description
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121.30 €
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"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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About the book

Full name Copula Methods in Finance
Author Cherubini
Language English
Binding Book - Hardback
Date of issue 2004
Number of pages 310
EAN 9780470863442
ISBN 0470863447
Libristo code 04085021
Publishers John Wiley & Sons Inc
Weight 615
Dimensions 170 x 244 x 18

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
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