Modelling dependence forcre dit derivatives with copulas
β Scribed by J.-F.Jouanin,G.Rapuch,G.Riboulet&T.Roncalli
- Year
- 2001
- Tongue
- English
- Leaves
- 23
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize termino
<p><p>This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on βclassicalβ topics like distributions with fixed marginals, measures of association, constr
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functi