Copulae in Mathematical and Quantitative Finance Proceedings of the Workshop Held in Cracow, 10-11 July 2012 /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Jaworski, Piotr (Επιμελητής έκδοσης), Durante, Fabrizio (Επιμελητής έκδοσης), Härdle, Wolfgang Karl (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Σειρά: Lecture Notes in Statistics, 213
• Θέματα: Statistics.; Economics, Mathematical.; Probabilities.; Macroeconomics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Macroeconomics/Monetary Economics//Financial Economics.

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 1950s, copulas have gained considerable popularity in several fields of applied math...