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Mai, Jan-Frederik

Libros de: Mai, Jan-Frederik

Mostrando 2 libros encontrados. (1 páginas).

  • Simulating Copulas "Stochastic Models, Sampling Algorithms and Applications"

    Simulating Copulas "Stochastic Models, Sampling Algorithms and Applications"

    Mai, Jan-Frederik Scherer, Matthias

    Imperial College Press (2012)

    valoración

    • EAN: 9781848168749
    • Páginas: 400
    • Fecha de edición: 2012

    pvp.128,95 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) ...

  • Financial Engineering with Copulas Explained

    Financial Engineering with Copulas Explained

    Mai, Jan-Frederik Scherer, Matthias

    Palgrave (2014)

    valoración

    • EAN: 9781137346308
    • Páginas: 168
    • Fecha de edición: 2014

    pvp.36,60 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-risk modeling, copulas are now widely used across a range of derivatives transactions, asset ...