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Can I read Copula Methods in Finance (The Wiley Finance Series) on EtoBox?
Copula Methods in Finance (The Wiley Finance Series) by Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter is a business book available to read on EtoBox.
What is Copula Methods in Finance (The Wiley Finance Series) about?
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 counter
Who reads Copula Methods in Finance (The Wiley Finance Series)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter
- Publisher
- Wiley; John Wiley & Sons
- Published
- 2004
- Language
- EN
- ISBN
- 9780470863459
- Category
- business
- Subjects
- Finance, Economics, Business
- Updated
- 2026-03-25
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