Copula Methods in Finance

Author/creator Cherubini, Umberto Author
Other author Luciano, Elisa Author
Other author Vecchiato, Walter Author
Format Electronic
Publication InfoHoboken : John Wiley & Sons, Incorporated
Description310 p. 22.900 x 015.200 cm.
Supplemental ContentFull text available from eBooks on EBSCOhost
Supplemental ContentFull text available from Ebook Central - Academic Complete

SeriesThe 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 restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
ISBN9781118673331
ISBN1118673336 (Online Resource) Active Record
Stock number00028608

Availability

Library Location Call Number Status Item Actions
Electronic Resources ✔ Available