Copula methods in finance /

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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Cherubini, Umberto
Otros Autores: Luciano, Elisa, Vecchiato, Walter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, NJ : John Wiley & Sons, ©2004.
Temas:
Finance > Mathematical models.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xvi, 293 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 281-287 and index.
ISBN:0470863455
9780470863459
9781118673331
1118673336
1280271698
9781280271694
9786610271696
6610271690

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