Elisa Luciano – författare
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4 produkter
Economics of Continuous-Time Finance
Av Bernard Dumas, Elisa Luciano
Inbunden, 2017
1106 kr
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Copula Methods in Finance
Av Umberto Cherubini, Elisa Luciano m. fl.
Inbunden, 2004
1410 kr
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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 …
Copula Methods in Finance
Av Walter Vecchiato, Elisa Luciano m. fl.
E-bok, 2004
1679 kr
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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 …
Developing an Annuity Market in Europe
Av Elsa Fornero, Elisa Luciano
Inbunden, 2004
2188 kr
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On the premise that pension provision in Europe will dramatically change over the next few decades, this book concentrates on the funded component of pension wealth, and specifically on annuities - financial products that, on the basis of actuarial equivalence, allow the conversion of wealth into a …