Copulae in mathematical and quantitative finance : Proceedings of the Workshop Held in Cracow, 10-11 July 2012 /
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 1950s, copulas have gained considerable popularity in several fields of applied math...
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| Autres auteurs: | , , |
| Format: | eBook |
| Langue: | English |
| Publié: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013.
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| Collection: | Lecture Notes in Statistics
213 |
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| Accès en ligne: | Click here to view the full text content |
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