Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
Copula Methods in Finance, Hardback Book

Copula Methods in Finance Hardback

Part of the The Wiley Finance Series series

Hardback

Available to Order - This title is available to order, with delivery expected within 2 weeks

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 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.

Information

Save 4%

£95.00

£90.99

Available to Order - This title is available to order, with delivery expected within 2 weeks
Add to Basket
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information

Also in the The Wiley Finance Series series  |  View all

The Art of Commitment Pacing

£55.00

£42.65

Pre-Order

Fixed Income Relative Value Analysis +...

£70.00

£67.75

Add to Basket

Measuring ESG Effects in Systematic...

£75.00

£72.35

Add to Basket

Paul Wilmott Introduces Quantitative...

£55.00

£53.75

Add to Basket