TY  - BOOK
AU  - Cherubini,Umberto
AU  - Luciano,Elisa
AU  - Vecchiato,Walter
TI  - Copula methods in finance
T2  - Wiley finance series
SN  - 0470863455
AV  - HG106 .C49 2004eb
U1  - 332/.01/519535 22
PY  - 2004///
CY  - Hoboken, NJ
PB  - John Wiley & Sons
KW  - Finance
KW  - Mathematical models
KW  - Electronic books
N1  - Includes bibliographical references (pages 281-287 and index; 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
N2  - 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
UR  - https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781118673331
ER  -