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Taschenbuch. Condición: Neu. Principles of Copula Theory | Fabrizio Durante (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2021 | Chapman and Hall/CRC | EAN 9781032098470 | Verantwortliche Person für die EU: Taylor and Francis, Taylor & Francis Verlag Gmbh, Kaufingerstr 24, 80331 München, gpsr[at]taylorandfrancis[dot]com | Anbieter: preigu.…

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimating dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further developed and promoted, a goal this book pursues. The book includes surveys that provide an up-to-date account of essential aspects of copula models in quantitative finance, as well as the extended versions of talks selected from papers presented at the workshop in Cracow.…

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference 'Marshall-Olkin Distributions: Advances in Theory and Applications,' held in Bologna on October 2-3, 2013.…

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference 'Marshall-Olkin Distributions: Advances in Theory and Applications,' held in Bologna on October 2-3, 2013.…

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Taschenbuch. Condición: Neu. Copulae in Mathematical and Quantitative Finance | Proceedings of the Workshop Held in Cracow, 10-11 July 2012 | Piotr Jaworski (u. a.) | Taschenbuch | Lecture Notes in Statistics | xii | Englisch | 2013 | Springer | EAN 9783642354069 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …