Copulas (Mathematical statistics)
Overview
| Works: | 11 works in 7 publications in 7 languages | |
|---|---|---|
Titles
Copulae in mathematical and quantitative finance = proceedings of the Workshop Held in Cracow, 10-11 July 2012 /
by:
(Language materials, printed)
Simulating copulas = stochastic models, sampling algorithms and applications /
by:
(Language materials, printed)
Collateralized debt obligations = a moment matching pricing technique based on Copula functions /
by:
(Language materials, printed)
Copulas and dependence models with applications = contributions in honor of Roger B. Nelsen /
by:
(Language materials, printed)
Introduction to Bayesian estimation and copula models of dependence
by:
(Language materials, printed)
Analysis of survival data with dependent censoring = copula-based approaches /
by:
(Language materials, printed)
Analyzing dependent data with vine copulas = a practical guide with R /
by:
(Language materials, printed)
Simulating copulas = stochastic models, sampling algorithms, and applications /
by:
(Language materials, printed)
Show more
Fewer
Subjects