Capa do artigo Copula Methods In Finance

Copula Methods In Finance

by Umberto Cherubini, Elisa (University Of Turin, Italy) Luciano, Walter (Venato Banca, Italy) Vecchiato e Umberto (University Of Bologna) Cherubini
language: english
Publisher: JOHN WILEY & SONS INC, May of 2004 ‧
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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.

Copula Methods In Finance

by Umberto Cherubini, Elisa (University Of Turin, Italy) Luciano, Walter (Venato Banca, Italy) Vecchiato e Umberto (University Of Bologna) Cherubini

Property Description
ISBN: 9780470863442
Publisher: JOHN WILEY & SONS INC
Release Date: May of 2004
Language: English
Cover: Hardcover
Pages: 312
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780470863442

UMBERTO CHERUBINI

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UMBERTO (UNIVERSITY OF BOLOGNA) CHERUBINI

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