Copula methods in finance:
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Bibliographic Details
Main Author: Cherubini, Umberto (Author)
Format: Electronic eBook
Language:English
Published: Hoboken, NJ John Wiley & Sons © 2004
Series:Wiley finance series
Subjects:
Online Access:FRO01
UBR01
UBG01
Volltext
Item Description:Includes bibliographical references (pages 281-287 and index
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
Physical Description:1 Online-Ressource (xvi, 293 pages)
ISBN:0470863455
9780470863459
9781118673331
1118673336
9780470863442
0470863447
1280271698
9781280271694

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