Piotr (Hrsg.) Jaworski

Copula Theory and Its Applications

Proceedings of the Workshop Held in Warsaw, 25-26 September 2009

Ebook (PDF Format)

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 - Cont… Mehr

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Produktdetails

Weitere Autoren: Durante, Fabrizio (Hrsg.) / Härdle, Wolfgang Karl (Hrsg.) / Rychlik, Tomasz (Hrsg.)

ISBN: 978-3-642-12465-5
EAN: 9783642124655
Produktnummer: 13893792
Verlag: Springer-Verlag GmbH
Sprache: Englisch
Erscheinungsjahr: 2010
Seitenangabe: 327 S.
Plattform: PDF
Masse: 4'257 KB
Auflage: 2010
Abbildungen: 25 schwarz-weiße Abbildungen, 21 schwarz-weiße Tabellen, Bibliographie
Reihenbandnummer: 198