Produktbild: Copulae in Mathematical and Quantitative Finance
- 10%

Copulae in Mathematical and Quantitative Finance Proceedings of the Workshop Held in Cracow, 10-11 July 2012

10% sparen

95,99 € UVP 106,99 €

inkl. gesetzl. MwSt., Versandkostenfrei


Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

01.07.2013

Abbildungen

XII, 38 illus., 24 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen

Herausgeber

Piotr Jaworski + weitere

Verlag

Springer Berlin

Seitenzahl

294

Maße (L/B/H)

23,5/15,5/1,7 cm

Gewicht

490 g

Auflage

2013

Sprache

Englisch

ISBN

978-3-642-35406-9

Beschreibung

Portrait

Piotr Jaworski is a Professor at the Faculty of Mathematics, Informatics and Mechanics at the Warsaw University Institute of Mathematics. He is also active in the Section of Financial and Actuarial Mathematics. He has engaged in research stays at several universities, e.g. Moscow State University (PhD studies), University of North Carolina in Chapel Hill (USA), University of Muenster (Germany), University of Dortmund (Germany), University of Cottbus (Germany) and Johannes Kepler University of Linz (Austria). At present his researches primarily focuses on the copula approach to multivariate modeling, risk theory and portfolio analysis.

Fabrizio Durante received his PhD (2006) at the University of Lecce (Italy) and completed his postdoctoral studies (2010) at the Johannes Kepler University of Linz (Austria). From 2006-2010, he was an assistant professor at Johannes Kepler University of Linz (Austria), before he started his appointment as an assistant professor in Statistics at the Free University of Bolzano-Bozen in 2010. He has had research stays at several European universities, e.g. Humboldt University (Berlin, Germany), University "La Sapienza" (Rome, Italy), University of Bratislava (Slovakia), University of Granada (Spain), and the University of Warsaw (Poland). His research interests include stochastic models, reliability theory, and risk management.

Wolfgang Karl Härdle is a Professor of Statistics at the Humboldt-Universität zu Berlin and the Director of CASE – the Centre for Applied Statistics and Economics. He teaches quantitative finance and semi-parametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI and an advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

01.07.2013

Abbildungen

XII, 38 illus., 24 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen

Herausgeber

Verlag

Springer Berlin

Seitenzahl

294

Maße (L/B/H)

23,5/15,5/1,7 cm

Gewicht

490 g

Auflage

2013

Sprache

Englisch

ISBN

978-3-642-35406-9

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)

  • Produktbild: Copulae in Mathematical and Quantitative Finance
  • A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi.- Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber.- Copulas in Machine Learning by Gal Elidan.- An Overview of the Goodness-of-fit Test problem for Copulas by J ean-David Fermanian .- Assessing and Modeling Asymmetry in Bivariate Continuous data by Christian Genest and Johanna G. Nešehová .- Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series by Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig .- The Limiting Properties of Copulas under Univariate Conditioning by Piotr Jaworski.- Singular Mixture Copulas by Dominic Lauterbach and Dietmar Pfeifer .- Toward a Copula Theory for Multivariate Regular Variation by Haijun Li .- CIID Frailty Models and Implied Copulas by Jan-Frederik Mai, Matthias Scherer and Rudi Zagst .- Copula-based Models for Multivariate Discrete Response Data by Aristidis K. Nikoloulopoulos .- Vector Generalized Linear Models: A Gaussian Copula Approach by Peter X.- K. Song, Mingyao Li and Peng Zhang .- APPENDIX A: Gaussian-Hermite Quadrature.- APPENDIX B: AREs of GEE and VGLM for binary.- Application of Bernstein Copulas to the Pricing of Multi-asset Derivatives by Bertrand Tavin.