Background
Vecchiato, Walter was born on October 25, 1969 in Venice, Italy. Son of Mario Vecchiato and Bruna Visentin.
("Copula Methods in Finance" is the first book to address ...)
"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 (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.
http://www.amazon.com/gp/product/0470863447/?tag=2022091-20
risk management consultant finance educator
Vecchiato, Walter was born on October 25, 1969 in Venice, Italy. Son of Mario Vecchiato and Bruna Visentin.
Doctor of Philosophy in Statistics, University Padova, Italy, 1996.
Head portfolio ananlysis Cariplo, Italy, 1997—2000. Head credit derivatives Banca Intesa, Italy, 2000—2003. Head risk management Veneto Banca, Italy, since 2003.
Professor University Venice.
("Copula Methods in Finance" is the first book to address ...)