Copula Methods in Finance (The Wiley Finance Series)
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- Synopsis
- 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.
- Copyright:
- 2005
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 310 Pages
- ISBN-13:
- 9780470863459
- Related ISBNs:
- 9781118673331, 9780470863442
- Publisher:
- Wiley
- Date of Addition:
- 11/28/19
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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