Trending Bestseller

Copula Theory and Its Applications

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

No reviews yet Write a Review
Paperback / softback
24 July 2010
RRP: $273.90
$269.79
Ships in 3-5 business days

Delivery estimate

Hurry up! Current stock:
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.

You Can Find This Title In

    Product Details
    ISBN-13
    9783642124648
    Author
    Piotr Jaworski
    Publisher
    Springer Nature B.V.
    Published
    24 July 2010
    Format
    Paperback / softback

    This product hasn't received any reviews yet. Be the first to review this product!

    RRP: $273.90
    $269.79
    Ships in 3-5 business days

    Delivery estimate

    Hurry up! Current stock:

    Copula Theory and Its Applications

    RRP: $273.90
    $269.79

    Description

    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.

    You Can Find This Title In

      This Title Is Categorised As