| Автор: Bernardi Enrico, Romagnoli Silvia
Название: Counting Statistics for Dependent Random Events: With a Focus on Finance
ISBN: 3030642496 ISBN-13(EAN): 9783030642495
Издательство: Springer
Цена: 14635.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Preface.- I The Main Ingredients.- 1 Clustering.- 2 Copula Function and C-volume.- 3 Combinatorics and Random Matrices: A Brief Review.- II Mixing the Ingredients: A Recipe for a New Aggregation Algorithm.- 4 Counting a Random Event: Traditional Approach and New Perspectives.- 5 A New Copula-based Approach for Counting: The Distorted and the Limiting Case.- 6 Real Data Empirical Applications.
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