Copulae in mathematical and quantitative finance : :: SCD d'Orléans

Copulae in mathematical and quantitative finance : Proceedings of the workshop held in Cracow, 10-11 July 2012

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...

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Bibliografiske detaljer
Andre forfattere:	Jaworski, Piotr (Directeur de la publication), Durante, Fabrizio (Directeur de la publication), Härdle, Wolfgang Karl, 1953- (Directeur de la publication)
Format:	Livre numérique
Sprog:	Anglais
Udgivet:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer [20..]. Cham : Springer Nature
Serier:	Lecture Notes in Statistics 213
Fag:	Actes de congrès
Online adgang:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Kommentar:	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

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