All ebooks by Fabrizio Durante in PDF and EPUB
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All ebooks by Fabrizio Durante in PDF and EPUB


3  Book(s)
Download this eBook Copulas and Dependence Models with Applications
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Copulas and Dependence Models with Applications


Enrique De Amo Artero , Fabrizio Durante , Juan Fernández Sánchez , Manuel Úbeda Flores


This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals,...

Publication date: 2017-10-13
Format: PDF
Publisher: Springer
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£109,50
Download this eBook Marshall  Olkin Distributions - Advances in Theory and Applications
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Marshall Olkin Distributions - Advances in Theory and Applications


Umberto Cherubini , Fabrizio Durante , Sabrina Mulinacci


This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models...

Publication date: 2015-06-01
Format: PDF, ePub
Publisher: Springer
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£89,50
Download this eBook Copulae in Mathematical and Quantitative Finance
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Copulae in Mathematical and Quantitative Finance


Fabrizio Durante , Wolfgang Karl Härdle , Piotr Jaworski


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...

Publication date: 2013-06-18
Format: ePub
Publisher: Springer
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£89,50

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