Copula Theory and Its Applications
Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
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…
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Produktdetails
Weitere Autoren: Durante, Fabrizio (Hrsg.) / Härdle, Wolfgang (Hrsg.) / Rychlik, Tomasz (Hrsg.)
- ISBN: 978-3-642-12464-8
- EAN: 9783642124648
- Produktnummer: 6429535
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 327 S.
- Masse: H23.5 cm x B15.5 cm x D1.8 cm 528 g
- Abbildungen: 25 schwarz-weiße Abbildungen, 21 schwarz-weiße Tabellen
- Reihenbandnummer: 198
- Gewicht: 528
3 weitere Werke von Piotr (Hrsg.) Jaworski:
Copulae in Mathematical and Quantitative Finance
Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Ebook (PDF Format)
CHF 153.50
Copula Theory and Its Applications
Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Ebook (PDF Format)
CHF 165.50
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