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Home Academics Mathematics & logic Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 6 (Series In Quantitative Finance)
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 6 (Series In Quantitative Finance)
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 6 (Series In Quantitative Finance)
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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 6 (Series In Quantitative Finance)
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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 6 (Series In Quantitative Finance)

by Jan-frederik Mai and Matthias Scherer
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Creators
Author Jan-frederik Mai and Matthias Scherer
Publisher World Scientific Publishing Co Pte Ltd
Synopsis

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Binding: Hardcover
About the author Dr Jan-Frederik Mai works as quantitative analyst at XAIA Investment in Munich, and earned his PhD in Financial Mathematics at the Technical University of Munich. He has published research articles with a focus on financial applications, and also within the field of dependence modeling. In particular, he co-authored the book Financial Engineering with Copulas Explained. Dr Matthias Scherer is a Professor of Mathematical Finance at the Technical University of Munich. His research interests comprise various topics in Financial Mathematics, Actuarial Science, and Probability Theory. Concerning dependence modeling, he has published research articles on the construction, simulation, estimation, and application of copulas. He is an active member of the board of the DGVFM and serves as associate editor of the journal Dependence Modeling. He co-authored the book Financial Engineering with Copulas Explained.
Specifications
  • Language: English
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Pages: 356 pages
  • Binding: Hardcover
  • ISBN: 9789813149243
  • Category: Mathematics & logic
  • Related Category: Natural Sciences
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