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.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Cherubini, Umberto
Other Authors: Luciano, Elisa, Vecchiato, Walter
Format: Electronic eBook
Language:Inglés
Published: Hoboken, NJ : John Wiley & Sons, ©2004.
Subjects:
Finance > Mathematical models.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
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