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090 _aebook
100 1 _aCherubini, Umberto.
245 1 0 _aCopula methods in finance /
_cUmberto Cherubini, Elisa Luciano, and Walter Vecchiato.
260 _aHoboken, NJ :
_bJohn Wiley & Sons,
_c©2004.
300 _a1 online resource (xvi, 293 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _adata file
_2rda
380 _aBibliography
490 1 _aWiley finance series
504 _aIncludes bibliographical references (pages 281-287 and index.
505 0 _aCopula 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.
520 _aParticular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.
588 0 _aPrint version record.
650 0 _aFinance
_xMathematical models.
655 4 _aElectronic books.
700 1 _aLuciano, Elisa.
700 1 _aVecchiato, Walter.
773 0 _tWiley e-books.
776 0 8 _iPrint version:
_aCherubini, Umberto.
_tCopula methods in finance.
_dHoboken, NJ : John Wiley & Sons, ©2004
_z0470863447
_w(DLC) 2004002624
_w(OCoLC)54400359
830 0 _aWiley finance series.
856 4 0 _uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781118673331
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