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Copula Methods in Finance (Hardcover) Loot Price: R2,776
Discovery Miles 27 760
Repayment Terms: R260 pm x 12*
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Copula Methods in Finance (Hardcover): U Cherubini

Copula Methods in Finance (Hardcover)

U Cherubini

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Loot Price R2,776 Discovery Miles 27 760 | Repayment Terms: R260 pm x 12*

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This text takes copulas and applies the methodology to mathematical finance. The authors explain copulas by describing their application to major topics such as asset pricing, risk management and credit risk analysis. They take financial problems such as the pricing of multi-variate derivatives and exotic contracts and risk management issues such as allocating capital among different desk and business lines. The intention is that the reader will be able to devise their own applications and answers to such problems by following the strategies illustrated throughout the book.

General

Imprint: John Wiley & Sons
Country of origin: United States
Release date: May 2004
First published: July 2004
Authors: U Cherubini
Dimensions: 244 x 170 x 18mm (L x W x T)
Format: Hardcover
Pages: 310
ISBN-13: 978-0-470-86344-2
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-470-86344-7
Barcode: 9780470863442

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