Copula Methods in Finance by Elisa Luciano, Walter Vecchiato, Umberto Cherubini

310 pages missing pub info (view editions)

nonfiction business economics mathematics medium-paced
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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...

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