Theory Copula

Principles of Copula Theory  

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)  

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: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory)

Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory) by Robyn Ferrell
State Univ of New York Pr | June 12, 2006 | English | ISBN: 0791467538 | 175 pages | PDF | 1 MB

Explores the conceptual schema underlying our understanding of reproductive technologies.

Dynamic Copula Methods in Finance (repost)  

Posted by interes at May 20, 2014
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

This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes.

Copula Theory and Its Applications (Repost)  

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
Copula Modeling (Foundations and Trends in Econometrics)

Pravin, K. Trivedi, David, M. Zimmer,"Copula Modeling (Foundations and Trends in Econometrics)"

Now Publishers Inc | 2007-04-24 | PDF | Pages: 128 | ISBN: 1601980205 | 2.24mb

Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures. Thus, copulas can be estimated using desktop econometric software. This offers a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling. Copulas are useful in a variety of modeling situations including financial markets, actuarial science, and microeconometrics modeling. Copula Modeling provides practitioners and scholars with a useful guide to copula modeling with a focus on estimation and misspecification. The authors cover important theoretical foundations. Throughout, the authors use Monte Carlo experiments and simulations to demonstrate copula properties
Mathematical Theory of Elasticity of Quasicrystals and Its Applications, 2nd Edition

Mathematical Theory of Elasticity of Quasicrystals and Its Applications (Springer Series in Materials Science) by Tian-You Fan
2016 | ISBN: 9811019827 | English | 452 pages | PDF | 8 MB

Relativistic Many-Body Theory: A New Field-Theoretical Approach, 2nd Edition  eBooks & eLearning

Posted by ksveta6 at Dec. 4, 2016
Relativistic Many-Body Theory: A New Field-Theoretical Approach, 2nd Edition

Relativistic Many-Body Theory: A New Field-Theoretical Approach (Springer Series on Atomic, Optical, and Plasma Physics) by Ingvar Lindgren
2016 | ISBN: 3319153854 | English | 406 pages | PDF | 8 MB

Handbook of Theory and Practice of Sustainable Development in Higher Education: Volume 3  eBooks & eLearning

Posted by Underaglassmoon at Dec. 4, 2016
Handbook of Theory and Practice of Sustainable Development in Higher Education: Volume 3

Handbook of Theory and Practice of Sustainable Development in Higher Education: Volume 3
Springer | Sustainable Development | December 30, 2016 | ISBN-10: 331947894X | 408 pages | pdf | 8.89 mb

Editors: Leal Filho, W., Mifsud, M., Shiel, C., Pretorius, R. (Eds.)
Pursues a highly international approach, covering over 40 countries
Describes research, curriculum innovations, and campus greening in a comprehensive way
Provides universities with a sound basis for promoting sustainability efforts
Fills an important market niche, offering the most comprehensive publication on the topic
Advances in Contemporary Psychoanalytic Field Theory: Concept and Future Development

S. Montana Katz, Roosevelt Cassorla, Giuseppe Civitarese, "Advances in Contemporary Psychoanalytic Field Theory: Concept and Future Development"
English | ISBN: 1138884634, 1138884626 | 2016 | 225 pages | PDF | 4 MB