An Introduction to Copulas

• Main Author: Nelsen, Roger B. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Edition: Second Edition.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Computer simulation.; Economics, Mathematical.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Simulation and Modeling.

Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundament...

Table of Contents:

• Definitions and Basic Properties
• Methods of Constructing Copulas
• Archimedean Copulas
• Dependence
• Additional Topics.