TAILIEUCHUNG - Copula Methods in Finance
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 | methods in finance p44 54874878 4848 48 V2 4557987 4987 880 UMBERTO CHERUBINI ÌỂỀỊÌÍỊỊiỊịã s WALTER VECCHIATO DOOŨOOOOOũOOOOOŨOOOũaOOOOBŨOOŨOOŨŨOODOOOOOŨDOOŨOOŨŨ Copula Methods in Finance Wiley Finance Series Investment Risk Management Yen Yee Chong Understanding International Bank Risk Andrew Fight Global Credit Management An Executive Summary Ron Wells Currency Overlay Neil Record Fixed Income Strategy A Practitioners Guide to Riding the Curve Tamara Mast Henderson Active Investment Management Charles Jackson Option Theory Peter James The Simple Rules of Risk Revisiting the Art of Risk Management Erik Banks Capital Asset Investment Strategy Tactics and Tools Anthony F. Herbst Brand Assets Tony Tollington Swaps and other Derivatives Richard Flavell Currency Strategy A Practitioner s Guide to Currency Trading Hedging and Forecasting Callum Henderson The Investor s Guide to Economic Fundamentals John Calverley Measuring Market Risk Kevin Dowd An Introduction to Market Risk Management Kevin Dowd Behavioural Finance James Montier Asset Management Equities Demystified Shanta Acharya An Introduction to Capital Markets Products Strategies Participants Andrew M. Chisholm Hedge Funds Myths and Limits Francois-Serge Lhabitant The Manager s Concise Guide to Risk Jihad S. Nader Securities Operations A Guide to Trade and Position Management Michael Simmons Modeling Measuring and Hedging Operational Risk Marcelo Cruz Monte Carlo Methods in Finance Peter Jackel Building and Using Dynamic Interest Rate Models Ken Kortanek and Vladimir Medvedev Structured Equity Derivatives The Definitive Guide to Exotic Options and Structured Notes Harry Kat Advanced Modelling in Finance Using Excel and VBA Mary Jackson and Mike Staunton Operational Risk Measurement and Modelling Jack King Advanced Credit Risk Analysis Financial Approaches and Mathematical Models to Assess Price and Manage Credit Risk Didier Cossin and Hugues Pirotte Risk Management and Analysis vol. 1 Measuring and Modelling .
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