Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10-11 July 2012

Author(s)

• Workshop "Copulae in Mathematical and Quantitative Finance"
• Jaworski, Andrzej Piotr
• Durante, Fabrizio
• Härdle, Wolfgang
• European Congress of Mathematics

Bibliographic Information

Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10-11 July 2012

Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, editors

（Lecture notes in statistics, 213 . Proceedings）

Springer, c2013

Note

"Workshop 'Copulae in Mathematical and Quantitative Finance' took place in Cracow (Poland) on 10th and 11th July 2012. This meeting was honoured to be a satellite event of the 6th European Congress of Mathematics, which was held in the same city the week before (2.07.2012-7.07.2012)"--Foreword

Includes bibliographical references and index

Details

• NCID: BB12940354
• ISBN:
  • 9783642354069
• LCCN: 2013940256
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg
• Pages/Volumes: xii, 294 p.
• Size: 24 cm
• Classification:
  • DC23 : 519.535
• Subject Headings:
  • LCSH : Copulas (Mathematical statistics)
• Parent Bibliography ID:
  • BA00021660