Financial engineering with copulas e...
Mai, Jan-Frederik.

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  • Financial engineering with copulas explained
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Financial engineering with copulas explained/ Jan-Frederik Mai, Matthias Scherer.
    作者: Mai, Jan-Frederik.
    其他作者: Scherer, Matthias.
    出版者: Basingstoke :Palgrave Macmillan : : 2014.,
    面頁冊數: 168 p. :34 figures, 8.
    附註: Electronic book text.
    內容註: 1. What are Copulas? 2. Which Rules for Handling Copulas Do I Need? 3. How to Measure Dependence? 4. What are Popular Families or Copulas? 5. How to Stimulate 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?
    標題: Financial engineering - Mathematical models. -
    電子資源: http://link.springer.com/10.1057/9781137346315Online journal 'available contents' page
    ISBN: 1137346310 (electronic bk.) :
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