Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Copulae in Mathematical and Quantitative Finance

Copulae in Mathematical and Quantitative Finance

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783642354076
Condition
New
Product Description

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 mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimating dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further developed and promoted, a goal this book pursues. The bookincludes surveys that provide an up-to-date account of essential aspects of copula models in quantitative finance, as well as the extended versions of talks selected from papers presented at the workshop in Cracow.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$76.50
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$84.99 $84.99

10% OFF
This deals requires coupon Get Code Here
$76.50
See Site In stock Visit Store

Similar Products

Resilient Cyborgs

$99.99

An Introduction to Agricultural Engineering: A Problem-Solving Approach

$54.99

Fundamentals for the Assessment of Risks from Environmental Radiation

$109.99

Anwendung des Simulationsmodells BAYMO 70 auf die Stadtentwicklungsplanung

$49.99

Geomorphology of the Northeast Region of Brazil

$179.99

The Innovation-Friendly Organization

$29.99

Das homogene Packproblem in der betriebswirtschaftlichen Logistik

$59.99

New Perspectives in Medical Records

$99.99

Rancidity in Foods

$169.99

All About Me/ Todo sobre mi

$6.71

Genitourinary Pathology

$169.99

Planet Kindergarten

$5.96

Recent Advances in the Message Passing Interface

$39.99

Value

$23.99

Erinnerung - Reflexion - Geschichte

$74.99

Toward Consilience

$84.99

Culture and Immigration in Context

$54.99

Selected Works of Jindich Neas

$109.99

Green Eggs and Ham (Hardcover)

$6.74

Praktische Aspekte der supportiven Therapie in Hmatologie und Onkologie

$69.99

SQL Server CE Database Development with the .NET Compact Framework

$49.99

Documentary Comics

$89.99

Numerical Methods for Polymeric Systems

$54.99

Analysis, Synthesis, and Perception of Musical Sounds

$109.99

Chirurgie der verletzten Wirbelsule

$189.00

Grundlagen II

$84.99

Physiological Plant Ecology II

$169.99

A Century of Monetary Policy at the Fed

$99.00

The Social Metabolism

$99.00

Paranoide Strungen

$59.99

Medien Demokratie Bildung

$64.99

Methodical Problems in Early Detection Programmes

$109.99

Umweltschutz und Unternehmensfhrung

$59.99

Mathematik fr die Kollegstufe

$69.95

Innovation in Language Learning and Teaching

$139.99

Sportjournalismus

$24.99

Mit Visionen an die Spitze

$24.99

Algebraic Methods: Theory, Tools and Applications

$84.99

Die Vorkalkulation Im Kessel- und Apparatebau

$79.99

Approximation on a rectangular grid

$54.99