Skip to main content
PBS logo
 
 

Search - Copula Methods in Finance (The Wiley Finance Series)

Copula Methods in Finance (The Wiley Finance Series)
Copula Methods in Finance - The Wiley Finance Series
Author: Umberto Cherubini, Elisa Luciano, Walter Vecchiato
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...  more »
ISBN-13: 9780470863442
ISBN-10: 0470863447
Publication Date: 7/23/2004
Pages: 310
Rating:
  ?
0 stars, based on 0 rating
Publisher: John Wiley Sons
Book Type: Hardcover
Members Wishing: 0
Reviews: Amazon | Write a Review


Genres:


Back to the Top ↑
By using this Web site, you confirm that you have read, understood, and agreed to be bound by the Terms of Use. As an Amazon Associate we earn from qualifying purchases.
US Patent Number 7,877,315 | Copyright © 2004 - 2024 PaperBackSwap.com. All Rights Reserved.