<P>The book is very useful for pricing basket options and credit risk modeling.<br></P>
<P>For the details about this book, please refer to: <a href="http://www.amazon.com/Copula-Methods-Finance-Wiley/dp/0470863447" target="_blank" >http://www.amazon.com/Copula-Methods-Finance-Wiley/dp/0470863447</A></P>
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<P>
- Copula Methods in Finance.pdf
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[此贴子已经被作者于2007-6-28 18:24:02编辑过]