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: | Cherubini, Umberto |
Otros Autores: | Luciano, Elisa, Vecchiato, Walter |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, NJ :
John Wiley & Sons,
©2004.
|
Temas: | |
Acceso en línea: | Texto completo |
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