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Copulae in mathematical and quantitative finance : proceedings of the workshop Held in Cracow, 10-11 July 2012 /

"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 applie...

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Other Authors: Jaworski, Piotr, Durante, Fabrizio., Härdle, Wolfgang.
Format: Book
Published: Heidelberg ; New York : Springer, c2013
Series:Lecture notes in statistics (Springer-Verlag) ; 213.
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