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

Name: Copula Theory and Its Applications
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642124648
Price: 23400 KES
Availability: OutOfStock
ISBN: 9783642124648

2010 ed.

Book Details

Format Paperback / softback

Book Series Lecture Notes in Statistics

ISBN-10 364212464X

ISBN-13 9783642124648

Edition 2010 ed.

Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Country of Manufacture DE

Country of Publication GB

Publication Date Jul 24th, 2010

Print length 327 Pages

Weight 538 grams

Dimensions 23.30 x 15.50 x 2.30 cms

Product Classification: Finance Finance and the finance industry Business & management Business and Management Business mathematics & systems Business mathematics and systems Probability & statistics Probability and statistics Stochastics

KSh 23,400.00

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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. 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.

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.

Get Copula Theory and Its Applications by Fabrizio Durante at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG and it has 327 pages.