| ISBN： | 9781137346308 |
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| 语种代码： | eng |
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| 个人名称： | Mai, Jan-Frederik. |
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| 题名： | Financial engineering with copulas explained / Jan-Frederik Mai and Matthias Scherer. |
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| 出版发行项： | Basingstoke : Palgrave Macmillan, 2014. |
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| 载体形态： | xvi, 150 p. : ill. ; 24 cm. |
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| 书目附注： | Includes bibliographical references (p. 138-148) and index. |
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| 格式化内容附注： | 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? |
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