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Hajm 311 sahifalar
Copula Methods in Finance
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Kitob haqida
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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Kitob tavsifi
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.
Kitob Umberto Cherubini, Elisa Luciano va boshqalar «Copula Methods in Finance» — veb-saytda onlayn o'qing. Fikr va sharhlar qoldiring, sevimlilarga ovoz bering.
Yosh cheklamasi:
0+Litresda chiqarilgan sana:
21 avgust 2019Hajm:
311 Sahifa ISBN:
9780470863459Umumiy o'lcham:
3.4 МБUmumiy sahifalar soni :
311Mualliflik huquqi egasi:
John Wiley & Sons Limited
