An Introduction to Copulas
Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas ...
Weiterlesen
An Introduction to Copulas
Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas ...
Weiterlesen
Correlated Data Analysis: Modeling, Analytics, and Applications
Presents some recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components ...
Weiterlesen
Extreme Financial Risks
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the ...
Weiterlesen
Extreme Financial Risks
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the ...
Weiterlesen
Extremes in Nature
The study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies, that ...
Weiterlesen
Implementing Models in Quantitative Finance: Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
Weiterlesen
The Frailty Model
Clustered survival data are encountered in many scientific disciplines including human and veterinary medicine, biology, ...
Weiterlesen
