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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, Band 198) - Softcover

Buch 45 von 72: Lecture Notes in Statistics
 
9783642124648: Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Lecture Notes in Statistics - Proceedings, Band 198)
Softcover
ISBN 10: 364212464X ISBN 13: 9783642124648
Verlag: Springer, 2010

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
364212464X
ISBN 13 
9783642124648
Einband
Taschenbuch
Anzahl der Seiten
348
Herausgeber
Jaworski Piotr, Durante Fabrizio, Härdle Wolfgang Karl, Rychlik Tomasz
Kontakt zum Hersteller
Springer Nature Customer Service Center GmbH
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