Copula Methods in Finance
by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
- New
- Hardcover
- Condition
- New
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Seller
-
San Diego, California, 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
- GridFreed LLC (US)
- Bookseller's Inventory #
- Q-0470863447
- Title
- Copula Methods in Finance
- Author
- Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter
- Format/Binding
- Hardcover
- Book Condition
- New New
- Quantity Available
- 1
- ISBN 10
- 0470863447
- ISBN 13
- 9780470863442
- Publisher
- Wiley
- Place of Publication
- Somerset, New Jersey, U.s.a.
- Date Published
- 2004-07-02
Terms of Sale
GridFreed LLC
About the Seller
GridFreed LLC
About GridFreed LLC
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"...