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