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Principles of copula theory

Author: Fabrizio Durante; Carlo Sempi
Publisher: Boca Raton : Chapman & Hall/CRC, [2016] ©2016
Edition/Format:   eBook : Document : EnglishView all editions and formats
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Durante, Fabrizio.
Principles of copula theory.
Boca Raton, FL : CRC Press, ©2016
(DLC) 2015458343
(OCoLC)730403932
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Fabrizio Durante; Carlo Sempi
ISBN: 9781439884447 1439884447
OCLC Number: 892869799
Notes: "Version Date: 20150601"--Title page verso.
Description: 1 online resource (xvi, 315 pages) : illustrations
Contents: 1. Copulas : basic definitions and properties --
2. Copulas and stochastic dependence --
3. Copulas and measures --
4. Copulas and approximation --
5. The Markov product of copulas --
6. A compendium of families of copulas --
7. Generalisations of copulas : quasi-copulas --
8. Generalisations of copulas : semi-copulas.
Responsibility: Fabrizio Durante, Carlo Sempi.

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"This book presents an overview of the theory of copulas. The research on copulas and its applications has grown very rapidly from Sklar's seminal paper in 1959. Recent applications in finance have Read more...

 
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