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Mai, Jan-Frederik

Financial Engineering with Copulas Explained

Mai, Jan-Frederik - Financial Engineering with Copulas Explained, ebook

41,45€

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ISBN: 9781137346315
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Table of contents

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)
 
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

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