Copula Methods in Finance is popular PDF and ePub book, written by Umberto Cherubini in 2004-10-22, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Copula Methods in Finance can be Read Online from any device for your convenience.
Copula Methods in Finance Book PDF Summary
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.
Detail Book of Copula Methods in Finance PDF
- Author : Umberto Cherubini
- Release : 22 October 2004
- Publisher : John Wiley & Sons
- ISBN : 9780470863459
- Genre : Business & Economics
- Total Page : 310 pages
- Language : English
- PDF File Size : 21,9 Mb
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