Normal view MARC view ISBD view

Copula methods in finance / Umberto Cherubini, Elisa Luciano and Walter Vecchiato.

By: Cherubini, Umberto.
Contributor(s): Luciano, Elisa | Vecchiato, Walter.
Material type: materialTypeLabelBookSeries: Finance.Chicester : John Wiley & Sons, 2004Description: xvi, 293 páginas : gráficas ; 25 cm.Content type: Texto Media type: Sin mediación Carrier type: VolumenISBN: 0470863447.Subject(s): Finanzas -- Modelos matemáticos | Riesgo crediticio -- Modelos matemáticos | Finanzas -- Métodos de simulación | E51 - Oferta monetaria; Crédito; Multiplicadores monetarios | R15 - Modelos econométricos y de input - output; Otros modelos | D81 - Criterios para la toma de decisiones con riesgo e incertidumbreDDC classification: 332.01519535 Other classification: E51 | R15 | D81
Contents:
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.
List(s) this item appears in: Nuevas Adquisiones
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Home library Call number Vol info Status Date due Barcode Item holds
LIBROS FISICOS Biblioteca Principal
332.01519535 C43c (Browse shelf) Ejemplar 1 Checked out 2019-05-06 95400000000675
Total holds: 0

Incluye referencias bibliográficas (páginas 281-287) e índice.

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.

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha