Elisa Luciano Books

Copula Methods in Finance The Wiley Finance Series
Copula Methods in Finance The Wiley Finance Series

By Umberto Cherubini, Elisa Luciano, Walter Vecchiato

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"This book addresses copula functions from the viewpoint of mathematical finance applications. The method is to explain copulas by means of applications to major topics in derivative pricing and cr...

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Copula Methods in Finance
Developing an Annuity Market in Europe
Economics of Continuous Time Finance
Economics of Continuous Time Finance
The Economics of Continuous-Time Finance
The Economics of Continuous-Time Finance

By Elisa Luciano, Bernard Dumas

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An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation of financial market regularities.This...

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Copula Methods in Finance
Copula Methods in Finance
Copula Methods in Finance

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