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Copulae in Mathematical and Quantitative Finance
Language: en
Pages: 299
Authors: Piotr Jaworski
Categories: Business & Economics
Type: BOOK - Published: 2013-06-18 - Publisher: Springer Science & Business Media

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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s
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
Introduction to Bayesian Estimation and Copula Models of Dependence
Language: en
Pages: 350
Authors: Arkady Shemyakin
Categories: Mathematics
Type: BOOK - Published: 2017-02-24 - 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
Mathematical Statistics and Limit Theorems
Language: en
Pages: 326
Authors: Marc Hallin
Categories: Mathematics
Type: BOOK - Published: 2015-04-07 - Publisher: Springer

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This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theor
Copulae in Mathematical and Quantitative Finance
Language: en
Pages: 294
Authors: Piotr Jaworski
Categories: Business & Economics
Type: BOOK - Published: 2013-06-20 - Publisher: Springer

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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s