没有你要的那本书,但有这本:
Book : Copula Methods in Finance
Author : Umberto Cherubini, Elisa Luciano, Walter Vecchiato
Publisher : Wiley
Contents :
1 Derivatives Pricing, Hedging and Risk Management: The State of the Art.
2 Bivariate Copula Functions.
3 Market Comovements and Copula Families.
4 Multivariate Copulas
5 Estimation and Calibration from Market Data.
6 Simulation of Market Scenarios.
7 Credit Risk Applications
8 Option Pricing with Copulas
---------------------------
https://bbs.pinggu.org/b71i364830.html
copula methods in finance & an introduction to copulas
以下是引用tinaluo在2008-9-25 19:14:00的发言:
https://bbs.pinggu.org/viewthread.php?tid=364830&page=1#pid2213853
[此贴子已经被yahoocom于2009-4-9 6:59:48编辑过]