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Copula Methods in Finance

Copula Methods in Finance

Copula Methods in Finance
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Copula Methods in Finance

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

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  • Hardcover
Condition
New
ISBN 10
0470863447
ISBN 13
9780470863442
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About This Item

Wiley, 2004-07-02. Hardcover. New. New. In shrink wrap. Looks like an interesting title!

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 (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

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GridFreed LLC

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About the Seller

GridFreed LLC

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Biblio member since 2021
San Diego, California

About GridFreed LLC

We sell primarily non-fiction, many new books, some collectible first editions and signed books. We operate 100% online and have been in business since 2005.

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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"...
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