Copula Theory and Its Applications, Kartoniert / Broschiert
Copula Theory and Its Applications
- Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
(soweit verfügbar beim Lieferanten)
- Herausgeber:
- Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, Tomasz Rychlik
- Verlag:
- Springer, 07/2010
- Einband:
- Kartoniert / Broschiert, Paperback
- Sprache:
- Englisch
- ISBN-13:
- 9783642124648
- Artikelnummer:
- 7807020
- Umfang:
- 348 Seiten
- Copyright-Jahr:
- 2010
- Gewicht:
- 520 g
- Maße:
- 235 x 155 mm
- Stärke:
- 18 mm
- Erscheinungstermin:
- 24.7.2010
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
Klappentext
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 chapters 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.
Biografie (Wolfgang Karl Härdle)
Wolfgang Karl Härdle is a Professor of Statistics at the Humboldt-Universität zu Berlin and the Director of CASE the Centre for Applied Statistics and Economics. He teaches quantitative finance and semi-parametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI and an advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
