£83.99

Wiley Copula Methods in Finance: 269 (The Wiley Finance Series)

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£90.21 £76.50 £79.49 £82.48 £85.48 £88.47 £91.46 01 September 2024 09 January 2025 20 May 2025 28 September 2025 06 February 2026

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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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
25 May 2004
Listed Since
13 February 2007

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