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Copula Methods in Finance - The Wiley Finance Series
Cherubini, Umberto (University of Bologna)
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Copula Methods in Finance - The Wiley Finance Series
Cherubini, Umberto (University of Bologna)
Addressing the mathematics of copula functions, this book explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. It focuses on the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.
310 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 25, 2004 |
| ISBN13 | 9780470863442 |
| Publishers | John Wiley & Sons Inc |
| Pages | 312 |
| Dimensions | 176 × 246 × 23 mm · 680 g |
| Language | English |
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