Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (2010) (Lecture Notes in Statistics #198)
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- Synopsis
- Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
- Copyright:
- 2010
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642124655
- Related ISBNs:
- 9783642124648
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 08/28/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Piotr Jaworski
- Edited by:
- Fabrizio Durante
- Edited by:
- Wolfgang Karl Härdle
- Edited by:
- Tomasz Rychlik
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- by Piotr Jaworski
- by Fabrizio Durante
- by Wolfgang Karl Härdle
- by Tomasz Rychlik
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- in Mathematics and Statistics