Titolo: Structured Dependence Between Stochastic Processes : Consistencies and Copulae
Editore: Cambridge University Press
Data di pubblicazione: 2020
Lingua: Inglese
ISBN 10: 1107154251
ISBN 13: 9781107154254
Rilegatura: Rilegato
Condizione: New

Descrizione articolo

Riassunto

Comprehensive presentation of the technical aspects and applications of the theory of structured dependence between random processes.

Informazioni sugli autori

Tomasz R. Bielecki is Professor of Applied Mathematics at the Illinois Institute of Technology, Chicago. He co-authored Credit Risk: Modelling, Valuation and Hedging (2002), Credit Risk Modelling (2010) and Counterparty Risk and Funding (2014), and he currently serves as an associate editor of several journals, including Stochastics: An International Journal of Probability and Stochastic Processes.

Jacek Jakubowski is Professor of Mathematics at the University of Warsaw. He is the author of numerous research papers in the areas of functional analysis, probability theory, stochastic processes, stochastic analysis, and mathematical finance, and he has co-authored several books in Polish, including Introduction to Probability Theory (2000), which is now in its fourth edition.

Mariusz Niewȩgłowski is currently an Assistant Professor in the Faculty of Mathematics and Information Science at Warsaw University of Technology. The areas of his current research include financial mathematics with a focus on credit risk and stochastic analysis with a focus on modeling of dependence between stochastic processes.

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