An Introduction to Copulas
Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas ...
Lee mas
An Introduction to Copulas
Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas ...
Lee mas
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 ...
Lee mas
Extreme Financial Risks
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the ...
Lee mas
Extreme Financial Risks
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the ...
Lee mas
Extremes in Nature
The study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies, that ...
Lee mas
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. ...
Lee mas
The Frailty Model
Clustered survival data are encountered in many scientific disciplines including human and veterinary medicine, biology, ...
Lee mas
