Copula Methods in Finance (The Wiley Finance Series)
by Umberto Cherubini/ Elisa Luciano/ Walter Vecchiato
- New
- Hardcover
- Condition
- New
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Seller
-
Exeter, Devon, United Kingdom
Payment Methods Accepted
About This Item
Synopsis
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.
Reviews
(Log in or Create an Account first!)
Details
- Bookseller
- Revaluation Books (GB)
- Bookseller's Inventory #
- __0470863447
- Title
- Copula Methods in Finance (The Wiley Finance Series)
- Author
- Umberto Cherubini/ Elisa Luciano/ Walter Vecchiato
- Format/Binding
- Hardcover
- Book Condition
- New
- Quantity Available
- 1
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Publisher
- John Wiley & Sons Inc
- Place of Publication
- Somerset, New Jersey, U.s.a.
- Date Published
- 2004
Terms of Sale
Revaluation Books
About the Seller
Revaluation Books
About Revaluation Books
Glossary
Some terminology that may be used in this description includes:
- New
- A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...