000 04511cam a2200757Ka 4500
001 ocn798928659
003 OCoLC
005 20170612141629.0
006 m o d
007 cr cn|||||||||
008 120712s2012 njua ob 001 0 eng d
040 _aDG1
_beng
_epn
_cDG1
_dOCLCO
_dOCLCQ
_dOCLCF
_dOCLCA
_dCDX
_dYDXCP
_dIDEBK
_dRECBK
_dDEBBG
_dEBLCP
_dOCLCQ
_dS2H
_dOCLCQ
019 _a759036818
_a762325055
_a778615829
_a816866866
_a865004732
020 _a9781118467404
_q(electronic bk.)
020 _a111846740X
_q(electronic bk.)
020 _a9780470683071
_q(Cloth)
020 _a0470683074
_q(Cloth)
020 _a1119954517
_q(electronic bk.)
020 _a9781119954514
_q(electronic bk.)
020 _a128329530X
020 _a9781283295307
020 _a9781119954521
_q(electronic bk.)
020 _a1119954525
_q(electronic bk.)
024 8 _a9786613295309
028 0 1 _aEB00064330
_bRecorded Books
029 1 _aDEBBG
_bBV041910548
029 1 _aGBVCP
_b790038064
029 1 _aNZ1
_b15921967
029 1 _aDEBBG
_bBV043394765
035 _a(OCoLC)798928659
_z(OCoLC)759036818
_z(OCoLC)762325055
_z(OCoLC)778615829
_z(OCoLC)816866866
_z(OCoLC)865004732
037 _a10.1002/9781118467404
_bWiley InterScience
_nhttp://www3.interscience.wiley.com
050 4 _aHG106
_b.D96 2012
072 7 _aKFF
_2bicssc
082 0 4 _a332.01/519233
_223
084 _aBUS027000
_2bisacsh
049 _aMAIN
245 0 0 _aDynamic copula methods in finance /
_cUmberto Cherubini [and others].
260 _aHoboken, NJ :
_bWiley,
_c2012.
300 _a1 online resource (x, 274 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley finance series
505 0 _aFront Matter -- Correlation Risk in Finance -- Copula Functions: The State of the Art -- Copula Functions and Asset Price Dynamics -- Copula-based Econometrics of Dynamic Processes -- Multivariate Equity Products -- Multivariate Credit Products -- Risk Capital Management -- Frontier Issues -- Appendix A: Elements of Probability -- Appendix B: Elements of Stochastic Processes Theory -- References -- Extra Reading -- Index.
520 _a"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 book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration."--
_cProvided by publisher.
520 _a"This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications"--
_cProvided by publisher.
504 _aIncludes bibliographical references and index.
588 0 _aPrint version record.
650 0 _aFinance
_xMathematical models.
650 7 _aBUSINESS & ECONOMICS
_xFinance.
_2bisacsh
650 7 _aFinance
_xMathematical models.
_2fast
_0(OCoLC)fst00924398
655 4 _aElectronic books.
700 1 _aCherubini, Umberto.
710 2 _aWiley InterScience (Online service)
776 0 8 _iPrint version:
_tDynamic copula methods in finance.
_dHoboken, NJ : Wiley, 2012
_z9780470683071
_w(DLC) 2011034154
_w(OCoLC)731913189
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118467404
_zWiley Online Library
938 _aCoutts Information Services
_bCOUT
_n19726802
_c70.00 GBP
938 _aEBL - Ebook Library
_bEBLB
_nEBL4041234
938 _aIngram Digital eBook Collection
_bIDEB
_n329530
938 _aRecorded Books, LLC
_bRECE
_nrbeEB00064330
938 _aYBP Library Services
_bYANK
_n7209596
938 _aYBP Library Services
_bYANK
_n12678369
938 _aYBP Library Services
_bYANK
_n10004646
994 _a92
_bDG1
999 _c206027
_d206027