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

Affekt und Zitat

$49.99

Wild Interiors - Beautiful Plants in Beautiful Spaces by Hilton Carter

$24.99

Wie wird Wissen wirksam?

$44.99

Quantenmechanik zu Fu 2

$39.99

Multi-shell Polyhedral Clusters

$109.99

A Journey through Statistical Physics

$109.99

Hochspannungsmesstechnik

$64.99

Membrane Receptors, Dynamics, and Energetics

$39.99

Systematic Musculoskeletal Examination

$129.99

Human-Centered Social Media Analytics

$54.99

Postwar Academic Fiction

$84.99

Advances in Cryptology ASIACRYPT 2017

$39.99

Transitional (in)Justice and Enforcing the Peace on Palestine

$39.99

Transplantation Surgery

$99.00

Managing in a European Context

$59.99

Artificial Intelligence

$109.99

Surface Enhanced Raman Spectroscopy for Biophysical Applications

$84.99

Python for SAS Users

$39.99

Mathe lernen 2 nach dem IntraActPlus-Konzept

$17.99

I Spy Christmas (Hardcover)

$11.24

Chemistry of Aquatic Systems: Local and Global Perspectives

$469.00

Rediscovering Social Economics

$119.99

Fracture Mechanics Criteria and Applications

$129.00

Bergschadenkunde

$64.99

The Magnetospheres of the Earth and Jupiter

$54.99

Past Climate Variability in South America and Surrounding Regions

$109.99

Zur virtuellen Vernetzung des internationalen Rechtsextremismus

$44.99

Magnetohydrodynamics of Liquid Metals

$109.99

Prior Processes and Their Applications

$99.00

Ethnicisation and Domesticisation

$119.00

Infectious Disease in India, 1892-1940

$54.99

Libya in Western Foreign Policies, 19112011

$54.99

Proceedings of the 3rd Global Summit of Research Institutes for Disaster Risk Reduction

$139.00

Geostatistics Valencia 2016

$219.99

Representations of Internarrative Identity

$54.99

Hagers Handbuch der Pharmazeutischen Praxis

$64.99

Grenzen der Entrumlichung

$59.99

Risk and Capital

$109.99

Monitoring Ecological Condition in the Western United States

$109.99

Computer Network Security

$54.99