4,050 followers
An accessible guide to the application of copulas in asset pricing and risk management: https://t.co/NkBH5YPCgL #finance
Financial Engineering with Copulas Explained
Overview of attention for book
Table of Contents
-
Altmetric BadgeBook Overview
-
Altmetric BadgeChapter 1 What Are Copulas?
-
Altmetric BadgeChapter 2 Which Rules for Handling Copulas Do I Need?
-
Altmetric BadgeChapter 3 How to Measure Dependence?
-
Altmetric BadgeChapter 4 What Are Popular Families of Copulas?
-
Altmetric BadgeChapter 5 How to Simulate Multivariate Distributions?
-
Altmetric BadgeChapter 6 How to Estimate Parameters of a Multivariate Model?
-
Altmetric BadgeChapter 7 How to Deal with Uncertainty Concerning Dependence?
-
Altmetric BadgeChapter 8 How to Construct a Portfolio-default Model?