Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw.
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Descrizione libro Soft Cover. Condizione: new. Codice articolo 9783642124648
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9783642124648_lsuk
Descrizione libro Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A new reference book for copula-based stochastic modelsA series of survey papers provides to the reader a general overview to copula theory and its most important applicationsAn up-to-date account about recent developments incopula theoryCopulas are mat. Codice articolo 5049874
Descrizione libro Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - 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 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. 348 pp. Englisch. Codice articolo 9783642124648
Descrizione libro Condizione: New. Book is in NEW condition. Codice articolo 364212464X-2-1
Descrizione libro Taschenbuch. Condizione: 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. Codice articolo 9783642124648
Descrizione libro Paperback. Condizione: Brand New. 327 pages. 9.00x6.00x0.75 inches. In Stock. Codice articolo x-364212464X