All ebooks by Umberto Cherubini in PDF and EPUB
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All ebooks by Umberto Cherubini in PDF and EPUB


3  Book(s)
Download this eBook Dynamic Copula Methods in Finance
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Dynamic Copula Methods in Finance


Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci , Silvia Romagnoli


The latest tools and techniques for pricing and risk managementThis 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...

Publication date: 2011-10-20
Format: PDF, ePub
Publisher: Wiley
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£75,96
Download this eBook Fourier Transform Methods in Finance
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Fourier Transform Methods in Finance


Umberto Cherubini , Giovanni Della Lunga , Sabrina Mulinacci , Pietro Rossi


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...

Publication date: 2010-01-05
Format: PDF, ePub
Publisher: Wiley
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£84,40
Download this eBook Structured Finance
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Structured Finance


Umberto Cherubini , Giovanni Della Lunga


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, pricers...

Publication date: 2007-04-30
Format: PDF
Publisher: Wiley
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£73,85

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