We found 7 results
indigoBooksumberto cherubini

Sort By:

Sorted By: Top Matches
Filtered By:
Books
1 - 7 of 7 Results
Top Matches
Dynamic Copula Methods in Finance
Hardcover

|November 21, 2011

$162.00

Ships within 1-3 weeks

Not available in stores

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the…
Copula Methods in Finance
Hardcover

|July 2, 2004

$194.07

In stock online

Not available in stores

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…
Structured Finance: The Object Oriented Approach
Hardcover

|June 5, 2007

$120.22 online

$168.00list price

save 28%

In stock online

Not available in stores

Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers,…
Convolution Copula Econometrics
Paperback

|December 16, 2016

$77.64 online

$99.50list price

save 21%

In stock online

Not available in stores

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard…
Marshall Olkin Distributions - Advances In Theory And Applications: Bologna, Italy, October 2013

In stock online

Not available in stores

This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic…
Fourier Transform Methods in Finance
Hardcover

|January 26, 2010

$175.00

Out of stock online

Not available in stores

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black -…
Fourier Transform Methods in Finance
Kobo ebook

|January 5, 2010

$113.99

Available for download

Not available in stores

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes…