Posted by **nebulae** at July 21, 2015

English | ISBN: 1439884420 | 2015 | 332 pages | PDF | 19 MB

Posted by **MoneyRich** at Nov. 24, 2014

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.

Posted by **Specialselection** at Jan. 5, 2012

Springer; 1st Edition | English | 2010-07-23 | ISBN: 364212464X | 341 pages | PDF | 4.8 mb

Posted by **Barvaz** at June 14, 2018

Posted by **AvaxGenius** at April 16, 2018

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.

Posted by **tanas.olesya** at Nov. 26, 2017

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.

Posted by **libr** at April 21, 2017

English | ISBN: 0470683074 | 2011 | PDF | 284 pages | 3,7 MB

Posted by **nebulae** at March 14, 2017

English | ISBN: 1118959019 | 2017 | 352 pages | PDF | 8 MB

Posted by **Nice_smile)** at Feb. 1, 2017

English | 2007 | ISBN: 1601980205 | 128 Pages | PDF | 975.65 KB

Posted by **hill0** at Dec. 5, 2016

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.