Copula Methods in Finance by Cherubini
English | 16 Jun. 2004 | ISBN: 0470863447 | 310 Pages | PDF | 4 MB
English | 16 Jun. 2004 | ISBN: 0470863447 | 310 Pages | PDF | 4 MB
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.