Principles of Copula Theory

By Fabrizio Durante (Author); Carlo Sempi (Author)

Book information

Publisher
Chapman and Hall/CRC
Year
2015
ISBN
9781439884423, 9781439884447, 9780429066399, 9780367848637
DOI
10.1201/b18674
Format
PDF
Filesize
16 MB (16839468 bytes)
Edition
1
Pages
\331
Time added
2020-10-06 04:24:42
Finance & EconomicsMathematics & Statistics;Applied Mathematics;Finan

Description

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.After covering the

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