UID:
almafu_9959327241802883
Umfang:
1 online resource (xvi, 293 pages) :
,
illustrations
ISBN:
0470863455
,
9780470863459
,
9781118673331
,
1118673336
,
1280271698
,
9781280271694
,
9786610271696
,
6610271690
Serie:
Wiley finance series
Inhalt:
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.
Anmerkung:
Copula Methods in Finance; Contents; Preface; List of Common Symbols and Notations; 1 Derivatives Pricing, Hedging and Risk Management: The State of the Art; 2 Bivariate Copula Functions; 3 Market Comovements and Copula Families; 4 Multivariate Copulas; 5 Estimation and Calibration from Market Data; 6 Simulation of Market Scenarios; 7 Credit Risk Applications; 8 Option Pricing with Copulas; Bibliography; Index.
,
English.
Weitere Ausg.:
Print version: Cherubini, Umberto. Copula methods in finance. Hoboken, NJ : John Wiley & Sons, ©2004 ISBN 0470863447
Sprache:
Englisch
Schlagwort(e):
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9781118673331
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673331
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673331
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673331
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