Copula Theory and Its Applications

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...

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Detalles Bibliográficos
Autores principales: Jaworski, Piotr, Durante, Fabrizio, Hardle, Wolfgang Karl, Rychlik, Tomasz
Lenguaje:eng
Publicado: Springer 2010
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-12465-5
http://cds.cern.ch/record/1412353
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author Jaworski, Piotr
Durante, Fabrizio
Hardle, Wolfgang Karl
Rychlik, Tomasz
author_facet Jaworski, Piotr
Durante, Fabrizio
Hardle, Wolfgang Karl
Rychlik, Tomasz
author_sort Jaworski, Piotr
collection CERN
description 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 o
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2010
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spelling cern-14123532021-04-22T00:45:28Zdoi:10.1007/978-3-642-12465-5http://cds.cern.ch/record/1412353engJaworski, PiotrDurante, FabrizioHardle, Wolfgang KarlRychlik, TomaszCopula Theory and Its ApplicationsMathematical Physics and MathematicsCopulas 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 oSpringeroai:cds.cern.ch:14123532010
spellingShingle Mathematical Physics and Mathematics
Jaworski, Piotr
Durante, Fabrizio
Hardle, Wolfgang Karl
Rychlik, Tomasz
Copula Theory and Its Applications
title Copula Theory and Its Applications
title_full Copula Theory and Its Applications
title_fullStr Copula Theory and Its Applications
title_full_unstemmed Copula Theory and Its Applications
title_short Copula Theory and Its Applications
title_sort copula theory and its applications
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-12465-5
http://cds.cern.ch/record/1412353
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AT durantefabrizio copulatheoryanditsapplications
AT hardlewolfgangkarl copulatheoryanditsapplications
AT rychliktomasz copulatheoryanditsapplications

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