剧情简介："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 fo...(展开全部)
作者：Umberto Cherubini
出版社：Wiley
ISBN：9780470863442
