Copula Methods in Finance
sku: 43481328
15,360.00 руб.+26%
19,353.48 руб.
Shipping from: Russia
Description
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.
Technical Details
age: | 0 |
author: | Umberto Cherubini |
genres_list: | 5061,5360,5399 |
ISBN: | 9780470863459 |
lang: | en |
litres_isbn: | 978-5-04-485929-6 |
publisher: | John Wiley & Sons Limited |
Type: | book |
Форматы: |
Price history chart & currency exchange rate
Customers also viewed
32%
~ 7,430.00 руб.
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction
abebooks.com30%
~ 35,680.00 руб.
Methods and Applications of Statistics in Business, Finance, and Management Science
abebooks.com17%
~ 25,780.00 руб.
Quantitative and Qualitative Microscopy (Methods in Neurosciences, Vol 3)
abebooks.com15%
~ 8,370.00 руб.
Case Studies for Corporate Finance: From a (anheuser) to Z (zyps) (in 2 Volumes)
abebooks.com+5%
12%
~ 5,840.00 руб.
Leveraged Finance : Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives
abebooks.com7%
~ 13,160.00 руб.
Martingale Methods in Statistics (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
abebooks.com+7%
1%
~ 8,050.00 руб.
Archival Methods Archival Translucent Interleaving 24x36", (Package 100)
adorama.com+7%
1%
~ 6,830.00 руб.
Archival Methods Conservation Mat Board, 17x22", 2 Ply, Pearl White, Package of 15
adorama.com1%
~ 9,950.00 руб.
Methods and Materials of Painting of the Great Schools and Masters, Volume One
abebooks.com+7%
1%
~ 45,940.00 руб.
Archival Methods 100% Cotton Museum Board, 24x30", 4 Ply, Black, Package of 15
adorama.com+6%
1%
~ 6,990.00 руб.
Safstar 99" Tall Garden Arch Arbor Trellis W/7 Combination Ways & 2 Installation Methods
temu.com+7%
1%
~ 14,020.00 руб.
Archival Methods 20x24" Bulk Pre Cut Beveled Window Mats, 13x19" Print, 15 Pack
adorama.com1%
~ 10,480.00 руб.
Wall Street People: True Stories of the Great Barons of Finance, Vol. 2
abebooks.com1%
~ 14,470.00 руб.
Electrical Construction: Electrical Fundamentals, Materials Methods, Project Management
abebooks.com+7%
1%
~ 6,570.00 руб.
Archival Methods 2.5" Matching Three Ring Binder and Slip Case Set, Holds 10x11" Pages, Black
adorama.com1%
~ 11,010.00 руб.
Reliability, Maintainability and Risk: Practical Methods for Engineers
abebooks.com1%
~ 25,230.00 руб.
Legal Methods: Case Analysis and Statutory Interpretation (University Casebook Series)
abebooks.com1%
~ 16,270.00 руб.
Modern Real Estate Finance and Land Transfer: A Transactional Approach (Aspen Select)
abebooks.com+7%
1%
~ 19,140.00 руб.
Archival Methods 100% Cotton Museum Board, 16x20", 4 Ply, Black, Package of 25
adorama.com+4%
1%
~ 35,490.00 руб.
Archival Methods 24x30" 4-Ply Warm White 100% Cotton Museum Board, 15 Pack
adorama.com+7%
1%
~ 10,860.00 руб.
Archival Methods Museum Drop Front Box, 18.5x24.5x1.5, Color: Black.
adorama.com+6%
1%
~ 7,180.00 руб.
99" Tall Garden Arch Arbor Trellis W/ 7 Combination Ways & 2 Installation Methods
temu.com1%
~ 8,760.00 руб.
Komine JK015 Mountain Bicycle Offroad Jackets Motocross Motorcycle Winter Keep Warm Jacket With Protector
aliexpress.com+4%
1%
~ 1,540.00 руб.
android Car radio Canbus Box Decoder For Toyota Previa 3 XR50 Estima Tarago 2006 2019 Wiring Harness Plug Power wire Cable
aliexpress.com