Copula Methods in Finance

Name: Copula Methods in Finance
Brand: John Wiley & Sons Inc
SKU: 9780470863442
Price: 2548 CZK
Availability: InStock

Autor: Cherubini

Jazyk:

Vazba: Pevná

Vydavatel: John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

2 548 Kč

"Copula Methods in Finance" is the first book to address the mathematics of copula functions illustr...

Informace o knize

Autor

Cherubini

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2004

Stránek

310

EAN

9780470863442

ISBN

0470863447

Enbook ID

04085021

Vydavatel

John Wiley & Sons Inc

Hmotnost

615

Rozměry

170 x 244 x 18

Kompletní popis

"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.

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