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Книга "Copula Methods in Finance " на английском языке/ Авторы Umberto Cherubini, Elisa Luciano and Walter Vecchiato, 


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Цена: 10973р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 27 шт.  Склад Америка: 138 шт.  
При оформлении заказа до: 20 авг 2021
Ориентировочная дата поставки: середина сентября

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Название:  Книга "Copula Methods in Finance " на английском языке/ Авторы Umberto Cherubini, Elisa Luciano and Walter Vecchiato   (Методы связки в финансах)
Издательство: Wiley
Классификация:
ISBN: 0470863447
ISBN-13(EAN): 9780470863442
Обложка/Формат: Hardback
Страницы: 310
Вес: 0.694 кг.
Дата издания: 25.05.2004
Серия: Wiley finance series
Язык: English
Иллюстрации: Illustrations
Размер: 249 x 181 x 23
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: 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.  Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues.  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.
Дополнительное описание: Кол-во стр.: 310
Формат: 253 x 176
Дата издания: 2004
Вес: 694
Круг читателей: academic, specialist; research, professional





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