Poder de la Influencia, El: Geografía del Caciquismo en España (1875-1923) Varela Ortega, José Marcial Pons |
Including a Symposium On Austrian Economics In The Postwar Era (Vol. 34a) Fiorito, Luca / Scheall, Scott / Suprinyak, Carlos Eduardo Emerald Group Publishing Ltd . |
Economics Of Ecology, Exchange, And Adaptation, The: Anthropological Exploration C. Wood, Donald Emerald Group Publishing Ltd . |
Título: Copula Methods In Finance | ||
Autor: Cherubini/ Luciano/ Vecchiato. | Precio: $1920.00 | |
Editorial: John Wiley & Sons Inc. | Año: 2004 | |
Tema: Finanzas, Economia, Administracion | Edición: 1ª | |
Sinopsis | ISBN: 9780470863442 | |
Copula functions represent a methodology particularly well suited to handle the co-movement between markets, risk factors and other variables studied in finance. Aimed at practitioners and academics, this text presents an introduction to the use of copula functions illustrated with mathematical finance applications. Particular attention has been paid to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions. |