Documents liés : [12 document(s)]

Documents (Mots clés)

• [MathOuvrage] Elements of copula modeling with R / Hofert, Marius ; Kojadinovic, Ivan ; Mächler, Martin ; Yan, Jun. -Cham : Springer, 2019. - x, 267 p. ; 24 cm
  ISBN 9783319896342
  
• [MathOuvrage] Modélisation et évaluation quantitative des risques en actuariat / Marceau, Etienne. -Paris : Springer, 2013. - xx, 471 p. ; 24 cm
  ISBN 9782817801117
  
• [MathOuvrage] Concentration risk in credit portfolios / Lütkebohmert, Eva. -Berlin : Springer, 2009. - xvii, 225 p. ; 24 cm
  ISBN 9783540708698
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=1869-6929
  
• [MathOuvrage] Risk measures for the 21st century / Ed. Szego, Giorgio P.. -Chichester : John Wiley & Sons, 2004. - xix, 491 p. ; 26 cm
  ISBN 9780470861547
  
• [MathOuvrage] Lévy matters I / Duquesne, Thomas ; Reichmann, Oleg ; Sato, Ken-Iti ; Schwab, Christoph. -Berlin : Springer, 2010. - xiv, 198 p. ; 24 cm
  ISBN 9783642140068
  https://link.springer.com/book/10.1007/978-3-642-14007-5
  
• [MathOuvrage] Aggregation functions / Grabisch, Michel ; Marichal, Jean-Luc ; Mesiar, Radko ; Pap, Endre. -Cambridge : Cambridge university Press, 2009. - xvii, 460 p. ; 24 cm
  ISBN 9780521519267
  
• [MathOuvrage] An Introduction to copulas / Nelsen, Roger B.. -New York NY : Springer, 2006. - xiii, 269 p. ; 24 cm
  ISBN 9780387286594
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=0172-7397
  
• [MathOuvrage] Quantitative risk management / McNeil, Alexander J. ; Frey, Rüdiger ; Embrechts, Paul. -Princeton NJ : Princeton university Press, 2005. - xv, 538 p. ; 24 cm
  ISBN 9780691122557
  
• [MathOuvrage] Copula methods in finance / Cherubini, Umberto ; Luciano, Elisa ; Vecchiato,Walter. -Chichester : John Wiley, 2004. - xvi, 293 p. ; 25 cm
  ISBN 9780470863442
  
• [MathOuvrage] Credit derivatives pricing models / Schönbucher, Philipp J.. -Chichester : John Wiley, 2003. - xiv, 375 p. ; 25 cm
  ISBN 9780470842911
  
• [MathCongrès] Advances in probability distributions with given marginals / Ed. Dall'Aglio, Giorgio ; Ed. Kotz, Samuel ; Ed. Salinetti, Gabriella. -Boston MA, Dordrecht, London : Kluwer Academic Publishers, 1991. - xviii, 231 p. ; 24 cm
  https://link.springer.com/bookseries/6249
  
• [MathOuvrage] An Introduction to copulas / Nelsen, Roger B.. -New York NY : Springer, 1999. - xi, 216 p. ; 24 cm
  https://link.springer.com/bookseries/694