| 000 | 01127nam a2200277Ia 4500 | ||
|---|---|---|---|
| 001 | 8228 | ||
| 008 | 151008s2014 -us 00 0 eng d | ||
| 020 | _a9781137346308 | ||
| 040 |
_aPUCESD _bspa _erda |
||
| 082 | 0 | 4 |
_a332 _bM28 2014 |
| 090 | _aPlanta Baja | ||
| 100 | 1 | _aMai, Jan-Frederik | |
| 245 | 1 | 0 |
_aFinancial Engineering with Copulas Explained / _cJan-Frederik Mai; Matthias Scherer |
| 250 | _a1° Ed. | ||
| 264 | 1 |
_aEstados Unidos de América : _bMacMillan , _c2014 |
|
| 300 |
_a150 páginas ; _c24 cm. |
||
| 336 | _atxt | ||
| 337 | _an | ||
| 338 | _anc | ||
| 490 | 0 | _aFinancial Engineering Explained | |
| 505 | 0 | _a1.-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? | |
| 526 | _aAdministración de Empresas | ||
| 590 | _aMM | ||
| 650 | 0 | 4 | _aECONOMIA FINANCIERA |
| 942 | 0 | 0 |
_00 _cBK |
| 999 |
_c207483 _d207483 |
||