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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009: 198 (Lecture Notes in Statistics - Proceedings) - Softcover
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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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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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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Lecture Notes in Statistics - Proceedings)
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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Lecture Notes in Statistics - Proceedings)
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Copula Theory and Its Applications
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Springer Berlin Heidelberg, 2010
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Kartoniert / Broschiert. Zustand: 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. Bestandsnummer des Verkäufers 5049874
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Copula Theory and Its Applications
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Springer Berlin Heidelberg Jul 2010, 2010
ISBN 10: 364212464X
ISBN 13: 9783642124648
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Taschenbuch. Zustand: 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. Bestandsnummer des Verkäufers 9783642124648
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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Lecture Notes in Statistics - Proceedings)
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Copula Theory and Its Applications
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Copula Theory and Its Applications
ISBN 10: 364212464X
ISBN 13: 9783642124648
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Taschenbuch. Zustand: Neu. 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 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 348 pp. Englisch. Bestandsnummer des Verkäufers 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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Taschenbuch. Zustand: 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. Bestandsnummer des Verkäufers 9783642124648
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Copula Theory and Its Applications
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Copula Theory and Its Applications
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