Wiley.com
Print this page Share

Copula Methods in Finance

ISBN: 978-0-470-86344-2
Hardcover
312 pages
May 2004
List Price: US $130.00
Government Price: US $108.80
Enter Quantity:   Buy
Copula Methods in Finance (0470863447) cover image
Other Available Formats: E-book

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications.  It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis.  Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues.  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.

Related Titles

More By These Authors

General & Introductory Finance & Investments

by Shani Shamah
by Geoff Cutmore
Back to Top