piotr jaworski (12 Ergebnisse)

hardcover. Zustand: New.

Zustand: Pozycja w ladnym stanie (nowa). @ Blurb / Notka wydawnicza: Warszawa: "DiG", 2001; @ Size of the book block / Wymiar bloku: 24 cm; @ Series / Seria: (Seria: Fasciculi Historici Novi; t.4); @ Circulation / Naklad: 300; @ Comments/ Uwagi: Zawiera 2 rozprawy: // - R. Jaworski: Lowy Wladyslawa Jagielly; // - P. Chojnacki: Biskup plocki Pawel Gizycki (1439-1463) i jego dzialalnosc; @ Pages / Strony: 190s.; @ Thematic categories / Kategorie tematyczne: historia Polski biografie - h. Polski sredniowiecze - h. Polski XVI wiek - h. Polski, przyroda myslistwo / lowiectwo, religia historia kosciola katolickiego polskiego / history of Poland biographies Middle Ages 16th century, nature hunting, religion / Geschichte Polens Biografien Mittelalter 16. Jh., Natur Jägerei, Religion; Oprawa wydawnicza kartonowa lakierowana.

Zustand: New. In.

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

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.

Zustand: New. In.

Zustand: New. In.

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.

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.