Copulae in mathematical and quantitative finance : Proceedings of the workshop held in Cracow, 10-11 July 2012
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...
Guardat en:
| Altres autors: | , , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Col·lecció: | Lecture Notes in Statistics
213 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Copulae in mathematical and quantitative finance, proceedings of the Workshop Held in Cracow, 10-11 July 2012, Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, editors, Berlin, Springer, 2013, 1 vol. (XII-294 p.), Lecture notes in statistics, 978-3-642-35406-9 |