| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | QA273.6.SPR FCT 82403 (Browse shelf) | 1 | Available |
Browsing Biblioteca da FCTUNL Shelves , Shelving location: Online , Collection code: Não Ficção Close shelf browser
| QA273.6.SPR FCT 81716 Laws of small numbers | QA273.6.SPR FCT 82149 Medical applications of finite mixture models | QA273.6.SPR FCT 82371 The Poisson-Dirichlet distribution and related topics | QA273.6.SPR FCT 82403 Copula theory and its applications | QA273.6.SPR FCT 82443 Normal approximation by Stein’s method | QA273.6.SPR FCT 82591 Quasi-stationary distributions | QA273.6.SPR FCT 82628 Copulae in mathematical and quantitative finance |
Colocação: Online
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 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
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