Cherubini, Umberto. <br/><br/>
Copula methods in finance / 
Umberto Cherubini, Elisa Luciano, and Walter Vecchiato. 
 - Hoboken, NJ :  John Wiley & Sons,  ©2004. 
 - 1 online resource (xvi, 293 pages) :  illustrations. 
 - Wiley finance series .
 - Wiley finance series. .
<br/><br/>Includes bibliographical references (pages 281-287 and index. 
<br/><br/>Copula Methods in Finance; Contents; Preface; List of Common Symbols and Notations; 1 Derivatives Pricing, Hedging and Risk Management: The State of the Art; 2 Bivariate Copula Functions; 3 Market Comovements and Copula Families; 4 Multivariate Copulas; 5 Estimation and Calibration from Market Data; 6 Simulation of Market Scenarios; 7 Credit Risk Applications; 8 Option Pricing with Copulas; Bibliography; Index. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>0470863455 9780470863459 9781118673331 1118673336 1280271698 9781280271694 
<br/><br/><label>Standard No.: </label>10.1002/9781118673331  doi 
<br/><br/><label>Source: </label>045D549C-2B60-4F0E-93C2-028A95C92D72  OverDrive, Inc.  http://www.overdrive.com 
<br/><br/><label>LCCN: </label>
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG106  / .C49 2004eb 
<br/><br/><label>Dewey Class. No.: </label>332/.01/519535