Copula Methods in Finance (The Wiley Finance Series Book 269)
Copula Methods in Finance (The Wiley Finance Series Book 269)

How to Read Copula Methods in Finance (The Wiley Finance Series Book 269) Kindle

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.

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  • Released:
  • Author: Umberto Cherubini
  • Rating: 3,5
  • Publisher: Ebook DIgital Agency
  • Total Page: 251 pages
  • File Size: 2551 Kb
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