TY  - BOOK
AU  - Mai,Jan-Frederik
TI  - Financial Engineering with Copulas Explained
T2  - Financial Engineering Explained
SN  - 9781137346308
U1  - 332 
PY  - 2014///
CY  - Estados Unidos de América
PB  - MacMillan
KW  - ECONOMIA FINANCIERA
N1  - 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?; Administración de Empresas
ER  -