Copula Theory and Its Applications

Name: Copula Theory and Its Applications
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642124648
Price: 807.31 RON
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Proceedings of the Workshop Held in Warsaw, 25-26 September 2009

Autor: Piotr Jaworski, Fabrizio Durante, Wolfgang Härdle, Tomasz Rychlik

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Legare: Carte broșată

Editura: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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Copulas are mathematical objects that fully capture the dependence structure among random variables...

Informații despre carte

Autor

Piotr Jaworski, Fabrizio Durante, Wolfgang Härdle, Tomasz Rychlik

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2010

Pagini

327

EAN

9783642124648

ISBN

364212464X

Enbook ID

05281223

Editura

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Greutate

538

Dimensiuni

155 x 233 x 23

Descriere completă

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 manuscripts 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.

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Copula Theory and Its Applications

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

Informații despre carte

Descriere completă

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