Forlag: John Wiley & Sons Inc
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9780470863442
- Udgivelsesdato: 25-05-2004
- Første udgivelsesår: 2004
- Serie: The Wiley Finance Series
- Originalsprog: United States
- Sideantal: 312
- Indbinding: Hardback
- Forlag: John Wiley & Sons Inc
- Sideoplysninger: 312 pages
- Mål: 246 x 176 x 23
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Beskrivelse
Addressing the mathematics of copula functions, this book explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. It focuses on the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.