Skip to content

Copula Methods in Finance

Copula Methods in Finance

Copula Methods in Finance
Stock Photo: Cover May Be Different

Copula Methods in Finance

by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter

  • Used
  • Hardcover
Condition
Like New
ISBN 10
0470863447
ISBN 13
9780470863442
Seller
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Stamford, Connecticut, United States
Item Price
$110.00
Or just $99.00 with a
Bibliophiles Club Membership
$5.00 Shipping to USA
Standard delivery: 7 to 14 days

More Shipping Options

Payment Methods Accepted

  • Visa
  • Mastercard
  • American Express
  • Discover
  • PayPal

About This Item

Wiley. hardcover. Like New. 6x0x9. Looks brand new and unread but has previous owner's name and date to title page.A36 Please email for photos.

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!)

You’re rating the book as a work, not the seller or the specific copy you purchased!

Details

Bookseller
Griffin Books US (US)
Bookseller's Inventory #
114171
Title
Copula Methods in Finance
Author
Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
Format/Binding
Hardcover
Book Condition
New
Quantity Available
1
ISBN 10
0470863447
ISBN 13
9780470863442
Publisher
Wiley
Place of Publication
Somerset, New Jersey, U.s.a.
This edition first published
July 23, 2004
Size
6x0x9
X weight
23 oz

Terms of Sale

Griffin Books

Return Policy: All items subject to prior sale. Returns are accepted with prior notification within 10 days of your receipt for items returned in the same condition.

About the Seller

Griffin Books

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Biblio member since 2003
Stamford, Connecticut

About Griffin Books

General stock of approximately 12,000 titles with a concentration in non-fiction. The more unsual the better if we can find it. We are always buying libraries and collections in the Greater NYC and CT area including Fairfield, New Haven and Westchester counties.

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"...
Title Page
A page at the front of a book which may contain the title of the book, any subtitles, the authors, contributors, editors, the...
tracking-