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Copula Methods in Finance (The Wiley Finance Series)

Copula Methods in Finance (The Wiley Finance Series)

Copula Methods in Finance (The Wiley Finance Series)
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Copula Methods in Finance (The Wiley Finance Series)

by Umberto Cherubini/ Elisa Luciano/ Walter Vecchiato

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  • Hardcover
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New
ISBN 10
0470863447
ISBN 13
9780470863442
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About This Item

John Wiley & Sons Inc, 2004. Hardcover. New. 1st edition. 512 pages. 9.50x6.75x0.75 inches.

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.

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Details

Bookseller
Revaluation Books GB (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

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Revaluation Books

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About the Seller

Revaluation Books

Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
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Exeter, Devon

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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"...
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