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

Main Author:	Cherubini, Umberto
Other Authors:	Luciano, Elisa, Vecchiato, Walter
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Hoboken, NJ : John Wiley & Sons, ©2004.
Subjects:	Finance > Mathematical models.
Online Access:	Connect to the full text of this electronic book