Piotr jaworski (15 Ergebnisse)

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Zustand: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Zustand: New. 2015. Hardcover. . . . . . Books ship from the US and Ireland.

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Hardcover. Zustand: Brand New. 250 pages. 11.80x9.10x0.90 inches. In Stock.

Paperback. Zustand: Brand New. 2013 edition. 294 pages. 9.00x6.00x0.75 inches. In Stock.

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 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimating dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further developed and promoted, a goal this book pursues. The book includes surveys that provide an up-to-date account of essential aspects of copula models in quantitative finance, as well as the extended versions of talks selected from papers presented at the workshop in Cracow.…

Taschenbuch. Zustand: Neu. Copulae in Mathematical and Quantitative Finance | Proceedings of the Workshop Held in Cracow, 10-11 July 2012 | Piotr Jaworski (u. a.) | Taschenbuch | Lecture Notes in Statistics | xii | Englisch | 2013 | Springer | EAN 9783642354069 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Zustand: New. In English.

Zustand: New. In English.

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.…

Paperback. Zustand: Brand New. 327 pages. 9.00x6.00x0.75 inches. In Stock.

Hardcover. Zustand: Brand New. 330 pages. 9.50x6.50x0.75 inches. In Stock.