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310 pages • missing pub info (editions)
ISBN/UID: 9780470863442
Format: Hardcover
Language: English
Publisher: Wiley
Publication date: 01 July 2004
Description
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...
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310 pages • missing pub info (editions)
ISBN/UID: 9780470863442
Format: Hardcover
Language: English
Publisher: Wiley
Publication date: 01 July 2004
Description
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...