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Copulae in Mathematical and Quantitative Finance
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula mod...
Copulas and Dependence Models with Applications
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Automation, Communication and Cybernetics in Science and Engineering 2013/2014
This book continues the tradition of its predecessors “Automation, Communication and Cybernetics in Science and Engineering 2009/2010 and 2011/2012” and includes a representative selection of scientific publications from researchers at the institute cluster IMA/ZLW & IfU. IMA - Institute of Information Management in Mechanical Engineering ZLW - Center for Learning and Knowledge Management IfU - Associated Institute for Management Cybernetics e.V. Faculty of Mechanical Engineering, RWTH Aachen University The book presents a range of innovative fields of application, including: cognitive systems, cyber-physical production systems, robotics, automation technology, machine learning, natural ...
Automation, Communication and Cybernetics in Science and Engineering 2011/2012
The book is the follow-up to its predecessor “Automation, Communication and Cybernetics in Science and Engineering 2009/2010” and includes a representative selection of all scientific publications published between 07/2011 and 06/2012 in various books, journals and conference proceedings by the researchers of the following institute cluster: IMA - Institute of Information Management in Mechanical Engineering ZLW - Center for Learning and Knowledge Management IfU - Associated Institute for Management Cybernetics Faculty of Mechanical Engineering, RWTH Aachen University Innovative fields of application, such as cognitive systems, autonomous truck convoys, telemedicine, ontology engineering, knowledge and information management, learning models and technologies, organizational development and management cybernetics are presented.
Vorkurs Mathematik
Dieses Arbeitsbuch dient dem Aufbau und der Auffrischung mathematischer Grundlagen zum Studienbeginn. Es bietet eine systematische, Statistik-orientierte Aufbereitung der mathematischen Grundlagen sowie eine Fülle von Anwendungsbeispielen und Aufgaben aus dem Umfeld der angewandten Statistik. Alle Themen werden ausführlich erläutert und mit vielen Beispielen und Grafiken illustriert, so dass sich das Buch in hervorragender Weise zum Selbststudium eignet. Viele Aufgaben ermöglichen das zwingend erforderliche Einüben der behandelten Inhalte, wobei zur Überprüfung der eigenen Bearbeitung ausführliche und vollständige Lösungen enthalten sind. Die behandelten Themen umfassen die Bereich...
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Dependence Modeling: Vine Copula Handbook
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.
Statistics in Action
Commissioned by the Statistical Society of Canada (SSC), Statistics in Action: A Canadian Outlook helps both general readers and users of statistics better appreciate the scope and importance of statistics. It presents the ways in which statistics is used while highlighting key contributions that Canadian statisticians are making to science, techno
Mathematik
Das Buch beinhaltet die wichtigsten mathematischen Konzepte und Methoden für ein erfolgreiches Studium der Betriebs- oder Volkswirtschaftslehre. Dabei ist es umfassender als aktuell erscheinende, rein auf Bachelorstudiengänge ausgerichtete Werke und stellt daher einen zuverlässigen Begleiter vom Bachelor bis zum Master dar. Bewusst werden die Inhalte nicht nur anhand zahlreicher Beispiele erläutert, sondern mathematische Sachverhalte auch formal dargestellt und bewiesen. Behandelt werden elementare und formale Grundlagen der Mathematik, Methoden der linearen Algebra, der Analysis von Funktionen einer und mehrerer Variablen sowie einfache Differenzen- und Differentialgleichungen. Darüber hinaus enthält die vorliegende 12. Auflage des Buches eine erweiterte Darstellung der Finanzmathematik sowie einen Überblick über Modelle und Methoden der linearen, nichtlinearen und ganzzahligen Optimierung.
