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