An edition of Copula theory and its applications (2010)
Copula theory and its applications
proceedings of the workshop held in Warsaw, 25-26 September 2009
By Piotr Jaworski
Publish Date
2010
Publisher
Springer
Language
eng
Pages
327
Description:
"Copulas are mathematical objects that fully capture the dependence structure among random variables, and hence offer great flexibility in building multivariate stochastic models" --Book cover.
subjects: Congresses, Copulas (Mathematical statistics), Mathematical statistics, Mathematics, Statistics, Distribution (Probability theory), Economics, Banks and banking, Statistical Theory and Methods, Statistics for Business/Economics/Mathematical Finance/Insurance, Probability Theory and Stochastic Processes, Finance /Banking, Business/Management Science, general