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portada Descargar ficha PDF Título: Copula Methods In Finance
Autor: Cherubini/ Luciano/ Vecchiato. Precio: $1920.00
Editorial: John Wiley & Sons Inc. Año: 2004
Tema: Finanzas, Economia, Administracion Edición:
Sinopsis ISBN: 9780470863442
Copula functions represent a methodology particularly well suited to handle the co-movement between markets, risk factors and other variables studied in finance. Aimed at practitioners and academics, this text presents an introduction to the use of copula functions illustrated with mathematical finance applications. Particular attention has been paid to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.
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