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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 online resource (234 p.) |
| Soggetto topico |
History of engineering & technology
Technology: general issues |
| Soggetto non controllato |
absorption spectroscopy
air pollution monitoring analytic model antiresonant hollow core fibers cantilever capacitive detection CO2 combined NIR/MIR laser absorption derivative absorption spectroscopy dilution method eddy covariance method Fabry-Perot cavity femtosecond laser micromachining fiber gas sensors flow simulation flow speed flow turbulence flux measurement fourier transform frequency comb gas modulation gas sensing gas sensing applications gas sensor gas sensors heterodyne detection high-resolution spectroscopy high-speed operation image processing infrared imaging integrated sensors isotopic ratio laser flow meter laser gas analyzer laser multiplexing in a mid-IR single-mode fiber laser spectroscopy MEMS metrology microchannel fabrication microstructured fibers mid-infrared modulation techniques multispectral and hyperspectral imaging photoacoustic photoacoustic spectroscopy photoacoustics photothermal spectroscopy Pitot tube pressure pressure transducer quantum cascade detector Raman spectroscopy refractometry remote sensing and sensors short-term performance simultaneous multispecies (CO, CO2, H2O) in situ measurements spectroscopy time of flight tunable diode laser absorption spectroscopy Vernier spectroscopy wafer-level waveguides wavelength modulation spectroscopy |
| 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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