Copula Methods in Finance (The Wiley Finance Series) Book + PRICE WATCH * Amazon pricing is not included in price watch

Copula Methods in Finance (The Wiley Finance Series) Book

Addressing the mathematics of copula functions, this book explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. It...Read More

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  • Product Description

    This book takes copulas and applies the methodology to mathematical finance. The authors explain copulas by describing their application to major topics such as asset pricing, risk management and credit risk analysis. They take financial problems such as the pricing of multivariate derivatives and exotic contracts and risk management issues such as allocating capital among different desk and business lines. The intention is that the reader will be able to devise their own applications and answers to such problems by following the strategies illustrated throughout the book.

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