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Copula Methods in Finance - Umberto (University of Bologna) Cherubini - Bog

Bag om Copula Methods in Finance

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780470863442
  • Indbinding:
  • Hardback
  • Sideantal:
  • 312
  • Udgivet:
  • 25. maj 2004
  • Størrelse:
  • 176x246x23 mm.
  • Vægt:
  • 680 g.
  • 8-11 hverdage.
  • 9. december 2024

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Copula Methods in Finance

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.

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