We a good story
Quick delivery in the UK
About Copula Methods in Finance

Addressing the mathematics of copula functions, this book explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. It focuses on the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.

Show more
  • Language:
  • English
  • ISBN:
  • 9780470863442
  • Binding:
  • Hardback
  • Pages:
  • 312
  • Published:
  • May 24, 2004
  • Dimensions:
  • 176x246x23 mm.
  • Weight:
  • 680 g.
Delivery: 2-4 weeks
Expected delivery: December 19, 2024

Description of Copula Methods in Finance

Addressing the mathematics of copula functions, this book explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. It focuses on the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.

User ratings of Copula Methods in Finance



Find similar books
The book Copula Methods in Finance can be found in the following categories:

Join thousands of book lovers

Sign up to our newsletter and receive discounts and inspiration for your next reading experience.