Mai, Jan-Frederik
Financial Engineering with Copulas Explained
1. What Are Copulas?
Jan-Frederik Mai, Matthias Scherer
2. Which Rules for Handling Copulas Do I Need?
Jan-Frederik Mai, Matthias Scherer
3. How to Measure Dependence?
Jan-Frederik Mai, Matthias Scherer
4. What Are Popular Families of Copulas?
Jan-Frederik Mai, Matthias Scherer
5. How to Simulate Multivariate Distributions?
Jan-Frederik Mai, Matthias Scherer
6. How to Estimate Parameters of a Multivariate Model?
Jan-Frederik Mai, Matthias Scherer
7. How to Deal with Uncertainty Concerning Dependence?
Jan-Frederik Mai, Matthias Scherer
8. How to Construct a Portfolio-default Model?
Jan-Frederik Mai, Matthias Scherer
Keywords: Finance, Financial Engineering, Risk Management, Management, Investments and Securities, Banking
- Author(s)
- Mai, Jan-Frederik
- Scherer, Matthias
- Publisher
- Springer
- Publication year
- 2014
- Language
- en
- Edition
- 1
- Series
- Financial Engineering Explained
- Page amount
- 166 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9781137346315
- Printed ISBN
- 978-1-137-34630-8