Editors:
- A new reference book for copula-based stochastic models
- A series of survey papers provides to the reader a general
- overview to copula theory and its most important applications
- An up-to-date account about recent developments in
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Statistics (LNS, volume 198)
Part of the book sub series: Lecture Notes in Statistics - Proceedings (LNSP)
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Table of contents (17 papers)
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Front Matter
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Surveys
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Front Matter
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Contributed Papers
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Front Matter
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About this book
Editors and Affiliations
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, Faculty of Mathematics Informatics, University of Warsaw, Warszawa, Poland
Piotr Jaworski
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, Department of Knowledge-Based, Johannes Kepler Universität, Linz, Austria
Fabrizio Durante
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Ladislaus von Bortkiewicz Chair of Stati, C.A.S.E. Centre for Applied Statistics a, Humboldt-Universität zu Berlin, Berlin, Germany
Wolfgang Karl Härdle
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, Mathematical Institute, Polish Academy of Sciences, Toruń, Poland
Tomasz Rychlik
Bibliographic Information
Book Title: Copula Theory and Its Applications
Book Subtitle: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Editors: Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, Tomasz Rychlik
Series Title: Lecture Notes in Statistics
DOI: https://doi.org/10.1007/978-3-642-12465-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Softcover ISBN: 978-3-642-12464-8Published: 24 July 2010
eBook ISBN: 978-3-642-12465-5Published: 16 July 2010
Series ISSN: 0930-0325
Series E-ISSN: 2197-7186
Edition Number: 1
Number of Pages: XVIII, 327
Number of Illustrations: 25 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Finance, general, Business Mathematics, Statistical Theory and Methods, Statistics for Business, Management, Economics, Finance, Insurance, Business and Management, general