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