Umberto Cherubini

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics …

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to t…

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas …

Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with …