Copula Methods in Finance

Copula Methods in Finance

Volumn , Issue , 2013, Pages 1-293

  Cherubini, Umberto ^a   Luciano, Elisa ^b,c,d,e   Vecchiato, Walter ^f  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITY OF TURIN   (Italy)

^c ICER   (Italy)

^d CITY UNIVERSITY   (United Kingdom)

^e UNIVERSITÉ PARIS SACLAY   (France)

^f Veneto Banca in Montebelluna Treviso   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; FUNCTIONS; RISK ANALYSIS; RISK MANAGEMENT;

COPULA FUNCTIONS; CREDIT DERIVATIVES; CREDIT RISK ANALYSIS; DERIVATIVE PRICING; MANAGEMENT ISSUES; RAINBOW OPTIONS;

RISK ASSESSMENT;

EID: 84949774704     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118673331     Document Type: Book

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