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.
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
Hoboken, NJ :
John Wiley & Sons,
©2004.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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