Copula Methods in Finance (The Wiley Finance Series) by Umberto Cherubini,Elisa Luciano,Walter Vecchiato

By Umberto Cherubini,Elisa Luciano,Walter Vecchiato

Copula tools in Finance is the 1st e-book to handle the maths of copula features illustrated with finance applications.  It explains copulas via functions to significant issues in by-product pricing and credits chance analysis.  Examples comprise pricing of the most unique derivatives (barrier, basket, rainbow concepts) in addition to probability administration issues.  specific concentration is given to the pricing of asset-backed securities and basket credits spinoff items and the assessment of counterparty danger in spinoff transactions.

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