Copula Methods in Finance 2024 pdf epub mobi 电子书

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发表于2024-12-23

Copula Methods in Finance 2024 pdf epub mobi 电子书

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不知道现在关于copula比较系统的著作有多少了，当时看这本书时，市面上仅有两本，这是其中之一。相比Nelson那本，这本理论少得多，偏应用，可是目前copula的应用实际还是比较有限，所以书里的实例也不是很多。虽然曾经火热过一头，个人还是不看好copula，特别是在高维高频数据...

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出版者:Wiley

作者:Umberto Cherubini

出品人:

页数:310

译者:

出版时间:2004-7-2

价格:USD 170.00

装帧:Hardcover

isbn号码:9780470863442

丛书系列:

图书标签: 金融数学 quant Finance copulas 统计学风控金融数学

Copula Methods in Finance 2024 pdf epub mobi 电子书图书描述

"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.

Copula Methods in Finance 2024 pdf epub mobi 电子书

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