Description: Copula Methods in Finance, Hardcover by Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter, ISBN 0470863447, ISBN-13 9780470863442, Like New Used, Free shipping in the US Copula functions represent a methodology particularly well suited to handle the co-movement between markets, risk factors and other variables studied in finance. Aimed at practitioners and academics, this text presents an introduction to the use of copula functions illustrated with mathematical finance applications. Particular attention has been paid to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions. Annotation ©2004 Book News, Inc., Portland, OR ()
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Book Title: Copula Methods in Finance
Number of Pages: 312 Pages
Publication Name: Copula Methods in Finance
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 0.9 in
Publication Year: 2004
Subject: Finance / General, Probability & Statistics / General, Corporate Finance / General
Item Weight: 24.1 Oz
Type: Textbook
Item Length: 9.7 in
Subject Area: Mathematics, Business & Economics
Author: Walter Vecchiato, Elisa Luciano, Umberto Cherubini
Series: The Wiley Finance Ser.
Item Width: 6.9 in
Format: Hardcover
