Copula Theory and Its Applications is popular PDF and ePub book, written by Piotr Jaworski in 2010-07-16, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Copula Theory and Its Applications can be Read Online from any device for your convenience.
Copula Theory and Its Applications Book PDF Summary
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.
Detail Book of Copula Theory and Its Applications PDF
- Author : Piotr Jaworski
- Release : 16 July 2010
- Publisher : Springer Science & Business Media
- ISBN : 9783642124655
- Genre : Mathematics
- Total Page : 338 pages
- Language : English
- PDF File Size : 18,7 Mb
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