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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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
John Wiley & Sons,
©2004.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Cherubini, Umberto. | |
| 245 | 1 | 0 | |a Copula methods in finance / |c Umberto Cherubini, Elisa Luciano, and Walter Vecchiato. |
| 260 | |a Hoboken, NJ : |b John Wiley & Sons, |c ©2004. | ||
| 300 | |a 1 online resource (xvi, 293 pages) : |b illustrations | ||
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| 347 | |a data file | ||
| 504 | |a Includes bibliographical references (pages 281-287 and index. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 700 | 1 | |a Luciano, Elisa. | |
| 700 | 1 | |a Vecchiato, Walter. | |
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| 776 | 0 | 8 | |i Print version: |a Cherubini, Umberto. |t Copula methods in finance. |d Hoboken, NJ : John Wiley & Sons, ©2004 |z 0470863447 |w (DLC) 2004002624 |w (OCoLC)54400359 |
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