Copula Methods in Finance: 269 (The Wiley Finance Series) - Image 1

£83.99

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

Name: Copula Methods in Finance: 269 (The Wiley Finance Series)
Brand: Wiley
Price: 81.59 GBP
Availability: InStock

Professional Finance

Price History & Forecast

Last 13 days • 13 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 13 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £82 (12 days, 92.3%)

Price range: £82 - £84

Price levels: 2 different prices over 13 days

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
ASIN: 0470863447
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 25 May 2004
Listed Since: 13 February 2007

Barcode

No barcode data available

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

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Dynamic Copula Methods in Finance (The Wiley Finance Series)

Risk and Financial Management: Mathematical and Computational Methods

The Mathematics of Banking and Finance: 329 (The Wiley Finance Series)

Mathematical Finance: Theory, Modeling, Implementation

Investment Mathematics: 268 (The Wiley Finance Series)

Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Quantitative Financial Risk Management (Wiley Finance)

A Probability Metrics Approach to Financial Risk Measures

Inflation-indexed Securities: Bonds, Swaps and Other Derivatives: 261 (The Wiley Finance Series)

Monte Carlo Methods in Finance

Credit Derivatives: Trading, Investing, and Risk Management (The Wiley Finance Series)

Mathematics and Statistics for Financial Risk Management (Wiley Finance)

Springer Copula Theory and Its Applications - Lecture Notes 198

Extreme Financial Risks: From Dependence to Risk Management

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Processes with Applications to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Financial Engineering: Derivatives and Risk Management

Multivariate Nonparametric Regression and Visualization: With R and Applications to Finance (Wiley Series in Computational Statistics)

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

Springer Credit Risk Valuation: Methods, Models, and Applications

Analysis of Financial Time Series (Wiley Series in Probability and Statistics)

Mathematical Methods for Financial Markets (Springer Finance)

Managing Energy Risk: An Integrated View on Power and Other Energy Markets: 425 (The Wiley Finance Series)