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Copula Methods in Finance
(The Wiley Finance Series)
By Umberto Cherubini, Walter Vecchiato, Elisa Luciano
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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 exotiContinue
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- English Books
- Hardcover 310 Pages
- Edition: 1
- ISBN-10: 0470863447
- ISBN-13: 9780470863442
- Publisher: Wiley
- Pub date: Jul 23, 2004
- Dimensions: 24 cm x 17 cm x 3 cm Just how big is that?
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