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Copula Methods In Finance 1st Edition Umberto Cherubini Elisa Luciano

  • SKU: BELL-1629492
Copula Methods In Finance 1st Edition Umberto Cherubini Elisa Luciano
$ 31.00 $ 45.00 (-31%)

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Copula Methods In Finance 1st Edition Umberto Cherubini Elisa Luciano instant download after payment.

Publisher: Wiley
File Extension: PDF
File size: 4.61 MB
Pages: 310
Author: Umberto Cherubini, Elisa Luciano, Walter Vecchiato
ISBN: 9780470863442, 9780470863459, 0470863447, 0470863455
Language: English
Year: 2004
Edition: 1

Product desciption

Copula Methods In Finance 1st Edition Umberto Cherubini Elisa Luciano by Umberto Cherubini, Elisa Luciano, Walter Vecchiato 9780470863442, 9780470863459, 0470863447, 0470863455 instant download after payment.

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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