Financial Engineering with Copulas Explained /
Mai, Jan-Frederik
Financial Engineering with Copulas Explained / Jan-Frederik Mai; Matthias Scherer - 1° Ed. - 150 páginas ; 24 cm. - Financial Engineering Explained .
1.-What are copulas? 2.-Which rules for Handling copulas Do I Need? 3.-How to measure dependence? 4.-What are popular families of copulas? 5.-How to simulate multivariate Distributions? 6.-How to estimate parameters of a multivariate Model 7.-How to deal with uncertainty concerning dependence? 8.-How to construct a portfolio-default model?
9781137346308
ECONOMIA FINANCIERA
332 / M28 2014
Financial Engineering with Copulas Explained / Jan-Frederik Mai; Matthias Scherer - 1° Ed. - 150 páginas ; 24 cm. - Financial Engineering Explained .
1.-What are copulas? 2.-Which rules for Handling copulas Do I Need? 3.-How to measure dependence? 4.-What are popular families of copulas? 5.-How to simulate multivariate Distributions? 6.-How to estimate parameters of a multivariate Model 7.-How to deal with uncertainty concerning dependence? 8.-How to construct a portfolio-default model?
9781137346308
ECONOMIA FINANCIERA
332 / M28 2014