Copula

Dynamic Copula Methods in Finance (repost)  eBooks & eLearning

Posted by libr at April 21, 2017
Dynamic Copula Methods in Finance (repost)

Dynamic Copula Methods in Finance by Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi and Silvia Romagnoli
English | ISBN: 0470683074 | 2011 | PDF | 284 pages | 3,7 MB

Introduction to Bayesian Estimation and Copula Models of Dependence  eBooks & eLearning

Posted by nebulae at March 14, 2017
Introduction to Bayesian Estimation and Copula Models of Dependence

Arkady Shemyakin, Alexander Kniazev, "Introduction to Bayesian Estimation and Copula Models of Dependence"
English | ISBN: 1118959019 | 2017 | 352 pages | PDF | 8 MB
Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics)(Repost)

Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics) by Pravin K. Trivedi
English | 2007 | ISBN: 1601980205 | 128 Pages | PDF | 975.65 KB

Principles of Copula Theory  eBooks & eLearning

Posted by nebulae at July 21, 2015
Principles of Copula Theory

Fabrizio Durante, Carlo Sempi, "Principles of Copula Theory"
English | ISBN: 1439884420 | 2015 | 332 pages | PDF | 19 MB

Copula Theory and Its Applications (repost)  eBooks & eLearning

Posted by MoneyRich at Nov. 24, 2014
Copula Theory and Its Applications (repost)

Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 by Piotr Jaworski
English | July 24, 2010 | ISBN: 364212464X | 327 pages | PDF | 5 MB

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.

Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory)  eBooks & eLearning

Posted by AlenMiler at Oct. 12, 2014
Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory)

Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory) by Robyn Ferrell
State Univ of New York Pr | June 12, 2006 | English | ISBN: 0791467538 | 175 pages | PDF | 1 MB

Explores the conceptual schema underlying our understanding of reproductive technologies.

Copula Methods in Finance [Repost]  eBooks & eLearning

Posted by JohnZulzman at Sept. 18, 2014
Copula Methods in Finance [Repost]

Copula Methods in Finance
Wiley; 1 edition | ISBN: 0470863447 | 310 pages | PDF | July 2, 2004 | English | 4.61 Mb
Collateralized Debt Obligations: A Moment Matching Pricing Technique based on Copula Functions [Repost]

Enrico Marcantoni - Collateralized Debt Obligations: A Moment Matching Pricing Technique based on Copula Functions
Published: 2014-02-03 | ISBN: 365804845X | PDF | 95 pages | 5 MB

Dynamic Copula Methods in Finance (repost)  eBooks & eLearning

Posted by interes at May 20, 2014
Dynamic Copula Methods in Finance (repost)

Dynamic Copula Methods in Finance by Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi and Silvia Romagnoli
English | ISBN: 0470683074 | 2011 | PDF | 284 pages | 3,7 MB

This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes.

Copula Methods in Finance (repost)  eBooks & eLearning

Posted by Veslefrikk at March 29, 2014
Copula Methods in Finance (repost)

Giovanni Cherubini, Elisa Luciano, Walter Vecchiato - Copula Methods in Finance
John Wiley & Sons | 2004 | ISBN: 0470863447 | Pages: 310 | PDF | 4 MB