Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Author:   Piotr Jaworski ,  Fabrizio Durante ,  Wolfgang Karl Härdle ,  Tomasz Rychlik
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2010 ed.
Volume:   198
ISBN:  

9783642124648


Pages:   327
Publication Date:   24 July 2010
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Our Price $237.47 Quantity:  
Add to Cart

Share |

Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009


Add your own review!

Overview

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.

Full Product Details

Author:   Piotr Jaworski ,  Fabrizio Durante ,  Wolfgang Karl Härdle ,  Tomasz Rychlik
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2010 ed.
Volume:   198
Dimensions:   Width: 15.50cm , Height: 1.80cm , Length: 23.50cm
Weight:   0.534kg
ISBN:  

9783642124648


ISBN 10:   364212464
Pages:   327
Publication Date:   24 July 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now