[PDF.95uk] Copula Methods in Finance (The Wiley Finance Series)

Copula Methods in Finance (The Wiley Finance Series)

[PDF.tg20] Copula Methods in Finance (The Wiley Finance Series)

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 | #4507832 in eBooks |  2007-12-10 |  2007-12-10 | File type: PDF

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||20 of 21 people found the following review helpful.| Comprehensive but full of mistakes|By Customer|This book promises to be a very good comprehensive introduction to copula theory and addresses many practical aspects of copula. There are useful sections on bivariate (2-dimensional) and mulit-variate copulas including elliptical (Normal, Student t) and archimedian copula. There is a fair section on fitting copula parameters| |"...This book is of great use for researchers as well as practitioners..." (Statistical Papers, July 2005)|From the Back Cover|The evaluation and risk measurement of portfolios of complex non-linear positions and non-norma

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...

You can specify the type of files you want, for your device.Copula Methods in Finance (The Wiley Finance Series)   |  Umberto Cherubini, Elisa Luciano, Walter Vecchiato.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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