Copulae in Mathematical and Quantitative Finance | Proceedings of the Workshop Held in Cracow, 10-11 July 2012
Language: English
Published by Springer, 2013
- Softcover
- New
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Copulae in Mathematical and Quantitative Finance | Proceedings of the Workshop Held in Cracow, 10-11 July 2012 | Piotr Jaworski (u. a.) | Taschenbuch | Lecture Notes in Statistics | xii | Englisch | 2013 | Springer | EAN 9783642354069 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Seller Inventory # 105754380
- Title
- Copulae in Mathematical and Quantitative Finance | Proceedings of the Workshop Held in Cracow, 10-11 July 2012
- Author
- Piotr Jaworski (u. a.)
- Publisher
- Springer
- Publication year
- 2013
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3642354068
- ISBN 13
- 9783642354069
- Item weight
- 470 grams
- Dimensions
- 235 x 155 x 17 mm
- Series
- Book 59 of 72: Lecture Notes in Statistics
- Seller catalogs
- Bücher
A new reference book for copula-based stochastic models in quantitative finance
An up-to-date account about recent developments in copula-based financial models
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
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