Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012

DOI10.1007/978-3-642-35407-6zbMath1268.91005OpenAlexW2491929758MaRDI QIDQ353277

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Publication date: 12 July 2013

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-35407-6

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Probability distributions: general theory (60E05) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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