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Copula Methods in Finance

Copula Methods in Finance

Copula Methods in Finance

Copula Methods in Finance

by Umberto Cherubini

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New
ISBN 10
0470863447
ISBN 13
9780470863442
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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.

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Details

Bookseller
The Saint Bookstore GB (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

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About the Seller

The Saint Bookstore

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
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Southport, Merseyside

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