Theory Copula

Principles of Copula Theory  eBooks & eLearning

Posted by nebulae at July 21, 2015
Principles of Copula Theory

Fabrizio Durante, Carlo Sempi, "Principles of Copula Theory"
English | ISBN: 1439884420 | 2015 | 332 pages | PDF | 19 MB

Copula Theory and Its Applications (repost)  eBooks & eLearning

Posted by MoneyRich at Nov. 24, 2014
Copula Theory and Its Applications (repost)

Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 by Piotr Jaworski
English | July 24, 2010 | ISBN: 364212464X | 327 pages | PDF | 5 MB

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 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.

Copula Theory and Its Applications (Repost)  eBooks & eLearning

Posted by Specialselection at Jan. 5, 2012
Copula Theory and Its Applications (Repost)

Piotr Jaworski, "Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, (Lecture Notes in Statistics / Lecture Notes in Statistics - Proceedings)"
Springer; 1st Edition | English | 2010-07-23 | ISBN: 364212464X | 341 pages | PDF | 4.8 mb

E’, copula.  eBooks & eLearning

Posted by Barvaz at June 14, 2018
E’, copula.

E’, copula. by Adriano Meis
Italian | 2015 | ISBN: n/a | 115 pages | PDF | 1.4 MB

Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches  eBooks & eLearning

Posted by AvaxGenius at April 16, 2018
Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches

Analysis of Survival Data with Dependent Censoring: Copula-Based Approaches By Takeshi Emura
English | PDF,EPUB | 2018 | 94 Pages | ISBN : 9811071632 | 5.09 MB

This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on likelihood-based methods performed under copula models, it is the first book solely devoted to the problem of dependent censoring.

Copula Methods in Finance [Repost]  eBooks & eLearning

Posted by tanas.olesya at Nov. 26, 2017
Copula Methods in Finance [Repost]

Copula Methods in Finance by Cherubini
English | 16 Jun. 2004 | ISBN: 0470863447 | 310 Pages | PDF | 4 MB

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis.

Dynamic Copula Methods in Finance (repost)  eBooks & eLearning

Posted by libr at April 21, 2017
Dynamic Copula Methods in Finance (repost)

Dynamic Copula Methods in Finance by Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi and Silvia Romagnoli
English | ISBN: 0470683074 | 2011 | PDF | 284 pages | 3,7 MB

Introduction to Bayesian Estimation and Copula Models of Dependence  eBooks & eLearning

Posted by nebulae at March 14, 2017
Introduction to Bayesian Estimation and Copula Models of Dependence

Arkady Shemyakin, Alexander Kniazev, "Introduction to Bayesian Estimation and Copula Models of Dependence"
English | ISBN: 1118959019 | 2017 | 352 pages | PDF | 8 MB
Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics)(Repost)

Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics) by Pravin K. Trivedi
English | 2007 | ISBN: 1601980205 | 128 Pages | PDF | 975.65 KB

Convolution Copula Econometrics (SpringerBriefs in Statistics)  eBooks & eLearning

Posted by hill0 at Dec. 5, 2016
Convolution Copula Econometrics (SpringerBriefs in Statistics)

Convolution Copula Econometrics (SpringerBriefs in Statistics) by Umberto Cherubini
English | 7 Dec. 2016 | ISBN: 3319480146 | 102 Pages | PDF | 3.37 MB

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.