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Copula Methods in Finance - The Wiley Finance Series Cherubini, Umberto (University of Bologna)
Copula Methods in Finance - The Wiley Finance Series
Cherubini, Umberto (University of Bologna)
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.
310 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 1 de julio de 2004 |
| ISBN13 | 9780470863442 |
| Editores | John Wiley & Sons Inc |
| Páginas | 312 |
| Dimensiones | 176 × 246 × 23 mm · 689 g |
| Lengua | Inglés |