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Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado
| Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado |
| Autore | Czado, Claudia |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxix, 242 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Bivariate copula
Case study Copulas Dependence measures Dependence modeling Dependent data Model selection Multivariate statistics Pair copula Pair copula decomposition Parameter estimation in copulas R package VineCopula Regular vine copula Simulating regular vine copulas Statistical inference for vine copulas Tail Dependence Vine copula based modeling Vine copulas |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126725 |
Czado, Claudia
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado
| Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado |
| Autore | Czado, Claudia |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxix, 242 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Bivariate copula
Case study Copulas Dependence measures Dependence modeling Dependent data Model selection Multivariate statistics Pair copula Pair copula decomposition Parameter estimation in copulas R package VineCopula Regular vine copula Simulating regular vine copulas Statistical inference for vine copulas Tail Dependence Vine copula based modeling Vine copulas |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126725 |
|
Czado, Claudia
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors
| Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XI, 438 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Credit risk
Dependence modeling Interest-rate modeling Model risk Quantitative Finance Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113256 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors
| Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XI, 438 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Credit risk
Dependence modeling Interest-rate modeling Model risk Quantitative Finance Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113256 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||