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Dependence Structures Limiting Results by Arthur Charpentier (8 results)
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Dependence Structures and Limiting Results: with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 63.70
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Dependence Structures and Limiting Results: with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
£ 70.08
Convert currency£ 7.40 shipping from U.S.A. to United KingdomQuantity: Over 20 available
Add to basketCondition: New.
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Dependence Structures and Limiting Results: with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
£ 57.62
Convert currency£ 22.17 shipping from U.S.A. to United KingdomQuantity: 1 available
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Dependence Structures and Limiting Results: with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
£ 61.51
Convert currency£ 55.47 shipping from U.S.A. to United KingdomQuantity: Over 20 available
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Dependence Structures and Limiting Results with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
£ 64.58
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Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Dependence Structures and Limiting Results with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
£ 69.15
Convert currencyFree shipping from U.S.A. to United KingdomQuantity: Over 20 available
Add to basketPAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Dependence Structures and Limiting Results : with Applications in Finance and Insurance
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
£ 72
Convert currency£ 12.11 shipping from Germany to United KingdomQuantity: 2 available
Add to basketTaschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 'Extreme, synchronized rises and falls in financialmarkets occur infrequently but they do occur. Theproblem with the models is that they did not assign ahigh enough chance of occurrence to the scenario inwhich many things go wrong at the same time - the''em perfect storm'' scenario' (Business Week,September 1998).This book focuses on limiting theorems for copulae.Because joint dependences of extremal events isnowadays is key issue in risk management, it becomescrucial to get a better understanding of behavior ofcopulas in tails. The first chapter presents a surveyon copulae, and possible applications in riskmanagement. The following chapters present somecanonical theorems for copulae, and the link betweenthis approach and standard results on multivariateextreme is explained. A concluding chapter presents asurvey on graphical procedures to represent copuladensities (with proper fit) in tails.
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Dependence Structures and Limiting Results
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 383649244X ISBN 13: 9783836492447
Language: English
£ 63.42
Convert currency£ 21.63 shipping from Germany to United KingdomQuantity: Over 20 available
Add to basketKartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Extreme, synchronized rises and falls in financialmarkets occur infrequently but they do occur. Theproblem with the models is that they did not assign ahigh enough chance of occurrence to the scenario inwhich many things go wrong at.
