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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Lecture Notes in Statistics, 198) - Softcover
Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw.
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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.
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- PublisherSpringer
- Publication date2010
- ISBN 10 364212464X
- ISBN 13 9783642124648
- BindingPaperback
- Number of pages345
- EditorJaworski Piotr, Durante Fabrizio, Härdle Wolfgang Karl, Rychlik Tomasz
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Copula Theory and Its Applications : Proceedings of the Workshop Held in Warsaw; 25-26 September 2009
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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A new reference book for copula-based stochastic modelsA series of survey papers provides to the reader a general overview to copula theory and its most important applicationsAn up-to-date account about recent developments incopula theoryCopulas are mat. Seller Inventory # 5049874
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Copula Theory and Its Applications
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Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 348 pp. Englisch. Seller Inventory # 9783642124648
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Copula Theory and Its Applications : Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
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Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783642124648
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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
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Book Description Condition: New. Print on Demand pp. 350 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Seller Inventory # 5676272
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