Mai, Jan-Frederik
Financial Engineering with Copulas Explained
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
Avainsanat: Finance, Financial Engineering, Risk Management, Management, Investments and Securities, Banking
- Tekijä(t)
- Mai, Jan-Frederik
- Scherer, Matthias
- Julkaisija
- Springer
- Julkaisuvuosi
- 2014
- Kieli
- en
- Painos
- 1
- Sarja
- Financial Engineering Explained
- Sivumäärä
- 166 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9781137346315
- Painetun ISBN
- 978-1-137-34630-8
