DISCLAIMER: This site consists of external links only. I'm not responsible of any file and content as they are not under my control.
Links and contents are not checked. All downloads are under your responsability.
I agree and please remove this message
Copula Methods in Finance Buy this bok
Book Description:
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.
Book Info:
Published in 2004
Published by Wiley
Author Giovanni Cherubini
ISBN 0470863447 . Wrong ISBN? Enter the correct one
Size 2.40MB
Alternative link:
Link 2 . . Do you know the correct ISBN?
Link 3 . . Do you know the correct ISBN?
Back to Trading section or Home Last Update: 13/01/2009