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An Introduction to Copulas, Nelsen



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Цена: 19304р.
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Автор: Nelsen
Название:  An Introduction to Copulas
Перевод названия: Связки
ISBN: 9780387286594
Издательство: Springer
Классификация:
ISBN-10: 0387286594
Обложка/Формат: Hardback
Страницы: 284
Вес: 0.58 кг.
Дата издания: 25.10.2007
Серия: Springer Series in Statistics
Язык: English
Издание: 2nd ed. 2006. corr.
Иллюстрации: 54 black & white line drawings
Размер: 262 x 167 x 22
Читательская аудитория: Postgraduate, research & scholarly
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Дополнительное описание: Main Subject: Statistics
Edition: 2nd ed. 2006. Corr. 2nd. printing
Bibliography: XIV, 270 p.
Subject1: S11001 Statistical Theory and Methods
Subject2: S13004 Statistics for Business/Economics/Mathematical Finance/Insurance
Publication





      Старое издание
An Introduction to Copulas

Автор: Nelsen
Название: An Introduction to Copulas
ISBN: 0387986235 ISBN-13(EAN): 9780387986234
Издательство: Springer
Цена: 9348 р.
Наличие на складе: Нет в наличии.
Описание: Copulas are functions that join multivariate distribution functions to their one dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book, the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications.

The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. There are nearly a hundred examples and over 150 exercises.


An Introduction to Copulas

Автор: Nelsen
Название: An Introduction to Copulas
ISBN: 0387986235 ISBN-13(EAN): 9780387986234
Издательство: Springer
Цена: 9348 р.
Наличие на складе: Нет в наличии.

Описание: Copulas are functions that join multivariate distribution functions to their one dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book, the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications.

The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. There are nearly a hundred examples and over 150 exercises.

Introduction to Stochastic Integration

Автор: Kuo
Название: Introduction to Stochastic Integration
ISBN: 0387287205 ISBN-13(EAN): 9780387287201
Издательство: Springer
Рейтинг:
Цена: 7424 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background. The Ito calculus was originally motivated by the construction of Markov diffusion processes from infinitesimal generators. Previously, the construction of such processes required several steps, whereas Ito constructed these diffusion processes directly in a single step as the solutions of stochastic integral equations associated with the infinitesimal generators. Moreover, the properties of these diffusion processes can be derived from the stochastic integral equations and the Ito formula. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the following topics:* Constructions of Brownian motion;* Stochastic integrals for Brownian motion and martingales;* The Ito formula;* Multiple Wiener-Ito integrals;* Stochastic differential equations;* Applications to finance, filtering theory, and electric circuits.The reader should have a background in advanced calculus and elementary probability theory, as well as a basic knowledge of measure theory and Hilbert spaces. Each chapter ends with a variety of exercises designed to help the reader further understand the material.Hui-Hsiung Kuo is the Nicholson Professor of Mathematics at Louisiana State University. He has delivered lectures on stochastic integration at Louisiana State University, Cheng Kung University, Meijo University, and University of Rome "Tor Vergata," among others. He is also the author of Gaussian Measures in Banach Spaces (Springer 1975), and White Noise Distribution Theory (CRC Press 1996), and a memoir of his childhood growing up in Taiwan, An Arrow Shot into the Sun (Abridge Books 2004).

Introduction to Applied Nonlinear Dynamical Systems and Chaos

Автор: Wiggins
Название: Introduction to Applied Nonlinear Dynamical Systems and Chaos
ISBN: 0387001778 ISBN-13(EAN): 9780387001777
Издательство: Springer
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Цена: 14849 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume is intended for advanced undergraduate or first-year graduate students as an introduction to applied nonlinear dynamics and chaos. The author has placed emphasis on teaching the techniques and ideas that will enable students to take specific dynamical systems and obtain some quantitative information about the behavior of these systems. He has included the basic core material that is necessary for higher levels of study and research. Thus, people who do not necessarily have an extensive mathematical background, such as students in engineering, physics, chemistry, and biology, will find this text as useful as students of mathematics. This new edition contains extensive new material on invariant manifold theory and normal forms (in particular, Hamiltonian normal forms and the role of symmetry). Lagrangian, Hamiltonian, gradient, and reversible dynamical systems are also discussed. Elementary Hamiltonian bifurcations are covered, as well as the basic properties of circle maps. The book contains an extensive bibliography as well as a detailed glossary of terms, making it a comprehensive book on applied nonlinear dynamical systems from a geometrical and analytical point of view.

Introduction to Physical Modeling with Modelica

Автор: Tiller
Название: Introduction to Physical Modeling with Modelica
ISBN: 0792373677 ISBN-13(EAN): 9780792373674
Издательство: Springer
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Цена: 13655 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This title describes "Modelica", a modelling language that can be used to simulate both continuous and discrete behaviour, It provides the necessary background to develop Modelica models of almost any physical system. The author starts with basic differential equations from several engineering domains and describes how these equations can be used to create reusable component models. Next, he describes techniques for modelling complex non-linear behaviour, exploiting the powerful array handling features and mixing continuous and discrete behaviour.

The second part of the book focuses on effective use of all the language features provided by the Modelica modelling language. This includes, among other things, discussions on maximizing the reusability of component models being developed, managing the model development process, and making models as computationally efficient as possible. The book includes a companion CD-ROM with the Modelica source code for all examples as well as an evaluation copy of Dymola.

Using Dymola, readers can immediately begin to explore the dynamics of the models included with the book or to develop their own models. Nearly 100 examples of mechanical, electrical, biological, chemical, thermal and hydraulic models are included.

Networks: A Very Short Introduction

Автор: Caldarelli, Guido; Catanzaro, Michele
Название: Networks: A Very Short Introduction
ISBN: 0199588074 ISBN-13(EAN): 9780199588077
Издательство: Oxford Education
Рейтинг:
Цена: 774 р.
Наличие на складе: Есть

Описание: Networks are involved in many aspects of everyday life, from food webs in ecology and the spread of pandemics to social networking and public transport. This Very Short Introduction explores the basics of network theory to understand the science of complexity and its importance, using examples from nature, technology, and society, and history.

An Introduction to Partial Differential Equations

Автор: Renardy Michael, Rogers Robert C.
Название: An Introduction to Partial Differential Equations
ISBN: 0387004440 ISBN-13(EAN): 9780387004440
Издательство: Springer
Рейтинг:
Цена: 10982 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Partial differential equations are fundamental to the modeling of natural phenomena. Like algebra, topology, and rational mechanics, partial differential equations are a core area of mathematics. This book aims to provide the background to initiate work on a PhD thesis in PDEs for beginning graduate students.

Financial Engineering with Copulas Explained

Автор: Mai Jan-Frederik
Название: Financial Engineering with Copulas Explained
ISBN: 1137346302 ISBN-13(EAN): 9781137346308
Издательство: Springer
Рейтинг:
Цена: 4454 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer`s toolkit.

An Introduction to Multivariate Statistical Analysis, Third Edition

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
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Цена: 28133 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.

Convolution Copula Econometrics

Автор: Umberto Cherubini; Fabio Gobbi; Sabrina Mulinacci
Название: Convolution Copula Econometrics
ISBN: 3319480146 ISBN-13(EAN): 9783319480145
Издательство: Springer
Рейтинг:
Цена: 7424 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.

Dynamic Copula Methods in Finance

Автор: Cherubini Umberto
Название: Dynamic Copula Methods in Finance
ISBN: 0470683074 ISBN-13(EAN): 9780470683071
Издательство: Wiley
Рейтинг:
Цена: 13068 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Copula functions are a very popular tool for applications in finance. However, most of these applications (and all of them as far as pricing and risk management are concerned), are referred to cross-section dynamics (what is called spatial dependence in statistics). Standard examples are the evaluation of multivariate equity and credit derivatives, and aggregation of Value-at-Risk figures on different risk factors over a common investment horizon period.   This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes.  It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets.  It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration which is paramount in risk management.     Like Copula Methods in Finance, this book is a first in bringing the latest tools and techniques for pricing and risk management to the practitioner.   

Dependence Modeling: Vine Copula Handbook

Автор: Kurowicka Dorota Et Al
Название: Dependence Modeling: Vine Copula Handbook
ISBN: 9814299871 ISBN-13(EAN): 9789814299879
Издательство: World Scientific Publishing
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Цена: 23501 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Research and applications in vines have been growing rapidly. This book traces historical developments, standardizing notation and terminology. It summarizes results on bivariate copulae and results for regular vines. It gives an overview of its applications.

Introduction to Probability with Mathematica, Second Edition

Автор: Hastings
Название: Introduction to Probability with Mathematica, Second Edition
ISBN: 1420079387 ISBN-13(EAN): 9781420079388
Издательство: Taylor&Francis
Рейтинг:
Цена: 27225 р.
Наличие на складе: Невозможна поставка.

Описание: Updated to conform to Mathematica® 7.0, this second edition shows how to easily create simulations from templates and solve problems using Mathematica. Along with new sections on order statistics, transformations of multivariate normal random variables, and Brownian motion, this edition offers an expanded section on Markov chains, more example data of the normal distribution, and more attention on conditional expectation. It also includes additional problems from Actuarial Exam P as well as new examples, exercises, and data sets. The accompanying CD-ROM contains updated Mathematica notebooks and a revised solutions manual is available for qualifying instructors.


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