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An Introduction to Copulas (Springer Series in Statistics)
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Binding: Hardcover
Dewey Decimal Number: 519.535
EAN: 9780387286594
Edition: 2nd
ISBN: 0387286594
Label: Springer
Manufacturer: Springer
Number Of Items: 1
Number Of Pages: 270
Publication Date: October 01, 2007
Publisher: Springer
Studio: Springer
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Editorial Review:
Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.
Customer Reviews
Average Rating: 
Rating: - Note: the paperback edition is out of date
I just got this book, so I can't comment on the contents yet. However, I feel quite ripped off, because this is the previous edition. The hardcover, which is only $20 more is a new second edition, while the paperback is from 1999.
Rating: - Copula theory - an excellent introduction
This is a great introduction to the area for those already possessing good mathematical ability and knowledge of distribution theory. All the seminal theorems and references are in here and the reader would be wise to check them out. Well written and communicated, didn't find any typo's. Enjoyed it. This area is fast growing in the area of mathematical finance.
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