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Copulae and Multivariate Probability Distributions in Finance
Language: en
Pages: 206
Authors: Alexandra Dias
Categories: Business & Economics
Type: BOOK - Published: 2013-08-21 - Publisher: Routledge

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Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asse
An Introduction to Copulas
Language: en
Pages: 227
Authors: Roger B. Nelsen
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new
Introduction to Bayesian Estimation and Copula Models of Dependence
Language: en
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Authors: Arkady Shemyakin
Categories: Mathematics
Type: BOOK - Published: 2017-03-20 - Publisher: John Wiley & Sons

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Presents an introduction to Bayesian statistics, presents an emphasis on Bayesian methods (prior and posterior), Bayes estimation, prediction, MCMC,Bayesian reg
Copula Methods in Finance
Language: en
Pages: 310
Authors: Umberto Cherubini
Categories: Business & Economics
Type: BOOK - Published: 2004-10-22 - Publisher: John Wiley & Sons

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Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means o
Financial Engineering with Copulas Explained
Language: en
Pages: 167
Authors: J. Mai
Categories: Business & Economics
Type: BOOK - Published: 2014-10-02 - Publisher: Springer

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This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copu