Copula Methods in Finance
| Author/creator | Cherubini, Umberto Author |
| Other author | Luciano, Elisa Author |
| Other author | Vecchiato, Walter Author |
| Format | Electronic |
| Publication Info | Hoboken : John Wiley & Sons, Incorporated |
| Description | 310 p. 22.900 x 015.200 cm. |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Series | The Wiley Finance Ser. |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9781118673331 |
| ISBN | 1118673336 (Online Resource) Active Record |
| Stock number | 00028608 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |