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Copula methods in finance /

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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
Description
Summary: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.
Physical Description:1 online resource (xvi, 293 pages) : illustrations
Bibliography:Includes bibliographical references (pages 281-287 and index.
ISBN:0470863455
9780470863459
9781118673331
1118673336
1280271698
9781280271694
9786610271696
6610271690