Tags
Language
Tags
<<
April 2024
Su Mo Tu We Th Fr Sa
31 1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 1 2 3 4
  1. Home
  2. eBooks & eLearning

Giovanni Cherubini, Elisa Luciano, Walter Vecchiato - Copula Methods in Finance (Repost)

Posted By: hue
Date: 27 Mar 2009 00:33:00
Giovanni Cherubini, Elisa Luciano, Walter Vecchiato - Copula Methods in Finance (Repost)

Giovanni Cherubini, Elisa Luciano, Walter Vecchiato - Copula Methods in Finance
John Wiley & Sons | 2004 | ISBN: 0470863447 | Pages: 310 | PDF | 2.40 MB

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 derivative products and the evaluation of counterparty risk in derivative transactions.

Uploading

UploadBox

DepositFiles

Dear users,
There is a growing number of phishing/spoofing rapidshare-similar mirrors in comments. Using it you run the risk of your rapidshare account being STOLEN.
Check them carefully before using, a proper RapidShare mirror has the following format:

http://rapidshare.com/files/xxxDIGITSxxx/File_name

e.g.
http://rapidshare.com/files/198185976/o29.rar

A spoofing link is different e.g.

http://rapidshare-com-1411243-pdf-rar.tk
http://rapidshare-com-365289-rar.biz.ci
http://shortman.co.cc/tt
etc…

!!!NEVER EVER USE IT!!!
If you see such links, send a PM to staff immediately (nicks of the staff are here).

***Detailed information about Phishing can be found here***
UPWARDS