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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Jaworski, Piotr (Editor), Durante, Fabrizio (Editor), Härdle, Wolfgang Karl (Editor), Rychlik, Tomasz (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Series: Lecture Notes in Statistics, 198
• Subjects: Mathematics.; Business.; Management science.; Business mathematics.; Finance.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Finance, general.; Business Mathematics.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Business and Management, general.

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...