Copula theory and its applications

About this book

"Copulas are mathematical objects that fully capture the dependence structure among random variables, and hence offer great flexibility in building multivariate stochastic models" --Book cover.

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OL Work ID: OL16767641W

Subjects

CongressesCopulas (Mathematical statistics)Mathematical statisticsMathematicsStatisticsDistribution (Probability theory)EconomicsBanks and bankingStatistical Theory and MethodsStatistics for Business/Economics/Mathematical Finance/InsuranceProbability Theory and Stochastic ProcessesFinance /BankingBusiness/Management Science, general

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Copula theory and its applications

Piotr Jaworski

About this book

"Copulas are mathematical objects that fully capture the dependence structure among random variables, and hence offer great flexibility in building multivariate stochastic models" --Book cover.