All ebooks by Piotr Jaworski in EPUB

1 Book(s)


Add to my wish list 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 Collection: Lecture Notes in Statistics Add to basket £89,50

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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

Collection: Lecture Notes in Statistics

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£89,50

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