Copula Methods in Finance
by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
- Used
- Hardcover
- Condition
- Like New
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Seller
-
Stamford, Connecticut, United States
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.
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Details
- Bookseller
- Griffin Books (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
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Griffin Books
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- New
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