Copula Methods in Finance
by Umberto Cherubini
- New
- Condition
- New
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Seller
-
Southport, Merseyside, United Kingdom
Payment Methods Accepted
About This Item
New. "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
- The Saint Bookstore (GB)
- Bookseller's Inventory #
- A9780470863442
- Title
- Copula Methods in Finance
- Author
- Umberto Cherubini
- Book Condition
- New
- Quantity Available
- 1
- Binding
- Hardcover
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Publisher
- Wiley
- Place of Publication
- Somerset, New Jersey, U.s.a.
- This edition first published
- July 23, 2004
Terms of Sale
The Saint Bookstore
Refunds or Returns: A full refund of the price paid will be given if returned within 30 days in undamaged condition. If the product is faulty, we may send a replacement.
About the Seller
The Saint Bookstore
Biblio member since 2018
Southport, Merseyside
About The Saint Bookstore
The Saint Bookstore specialises in hard to find titles & also offers delivery worldwide for reasonable rates.