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Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10-11 July 2012 / / Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Hardle
| Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10-11 July 2012 / / Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Hardle |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg, : Springer-Verlag, 2013 |
| Descrizione fisica | 1 online resource (299 p.) |
| Disciplina | 519.535 |
| Altri autori (Persone) |
JaworskiPiotr
DuranteFabrizio HardleWolfgang |
| Collana | Lecture notes in statistics |
| Soggetto topico |
Mathematical statistics
Business mathematics |
| ISBN | 3-642-35407-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi -- Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber -- Copulas in Machine Learning by Gal Elidan -- An Overview of the Goodness-of-fit Test problem for Copulas by Jean-David Fermanian -- Assessing and Modeling Asymmetry in Bivariate Continuous data by Christian Genest and Johanna G. Nešehová -- Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series by Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig -- The Limiting Properties of Copulas under Univariate Conditioning by Piotr Jaworski -- Singular Mixture Copulas by Dominic Lauterbach and Dietmar Pfeifer -- Toward a Copula Theory for Multivariate Regular Variation by Haijun Li -- CIID Frailty Models and Implied Copulas by Jan-Frederik Mai, Matthias Scherer and Rudi Zagst -- Copula-based Models for Multivariate Discrete Response Data by Aristidis K. Nikoloulopoulos -- Vector Generalized Linear Models: A Gaussian Copula Approach by Peter X -- K. Song, Mingyao Li and Peng Zhang -- APPENDIX A: Gaussian-Hermite Quadrature -- APPENDIX B: AREs of GEE and VGLM for binary -- Application of Bernstein Copulas to the Pricing of Multi-asset Derivatives by Bertrand Tavin. |
| Record Nr. | UNINA-9910739410803321 |
| Berlin ; ; Heidelberg, : Springer-Verlag, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Optical Gas Sensing: Media, Mechanisms and Applications
| Optical Gas Sensing: Media, Mechanisms and Applications |
| Autore | Abramski Krzysztof M |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (234 p.) |
| Soggetto topico |
Technology: general issues
History of engineering & technology |
| Soggetto non controllato |
laser flow meter
Pitot tube flow speed time of flight dilution method flow simulation flow turbulence gas sensing applications MEMS gas sensor photoacoustics cantilever capacitive detection analytic model infrared imaging multispectral and hyperspectral imaging air pollution monitoring remote sensing and sensors spectroscopy fourier transform image processing laser gas analyzer flux measurement eddy covariance method derivative absorption spectroscopy gas sensors antiresonant hollow core fibers laser spectroscopy wavelength modulation spectroscopy tunable diode laser absorption spectroscopy photothermal spectroscopy photoacoustic spectroscopy fiber gas sensors mid-infrared quantum cascade detector high-speed operation heterodyne detection high-resolution spectroscopy isotopic ratio frequency comb Vernier spectroscopy refractometry pressure short-term performance Fabry–Perot cavity gas modulation modulation techniques metrology integrated sensors waveguides absorption spectroscopy Raman spectroscopy gas sensing femtosecond laser micromachining microchannel fabrication microstructured fibers photoacoustic pressure transducer wafer-level CO2 combined NIR/MIR laser absorption laser multiplexing in a mid-IR single-mode fiber simultaneous multispecies (CO, CO2, H2O) in situ measurements |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Optical Gas Sensing |
| Record Nr. | UNINA-9910566467103321 |
Abramski Krzysztof M
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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