Copula Methods in Finance - The Wiley Finance Series - Cherubini, Umberto (University of Bologna) - Books - John Wiley & Sons Inc - 9780470863442 - July 1, 2004
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Cherubini, Umberto (University of Bologna)
Copula Methods in Finance - The Wiley Finance Series

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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 July 1, 2004
ISBN13 9780470863442
Publishers John Wiley & Sons Inc
Pages 312
Dimensions 176 × 246 × 23 mm   ·   689 g
Language English  

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