An Introduction to Copulas (Springer Series in Statistics)

Book Description

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:

Note: the paperback edition is out of date.......2006-08-15

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.

Copula theory - an excellent introduction.......2001-07-09

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.

Statistics of Financial Markets: An Introduction (Universitext)

Average customer rating:

Great intutive introduction to stochastic calculus
Great introduction to the Value at Risk measures

Statistics of Financial Markets: An Introduction (Universitext)
Jürgen Franke , Wolfgang Härdle , and Christian M. Hafner
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

General | Popular Economics | Business & Investing | Subjects | Books

Statistics | Economics | Business & Investing | Subjects | Books

General | Business & Investing | Subjects | Books

Look Inside Business Books | Trip | Specialty Stores | Books

Look Inside Nonfiction Books | Trip | Specialty Stores | Books

Look Inside Science Books | Trip | Specialty Stores | Books

All Amazon Upgrade | Amazon Upgrade | Stores | Books

Business & Investing | Amazon Upgrade | Stores | Books

Professional & Technical | Amazon Upgrade | Stores | Books

Science | Amazon Upgrade | Stores | Books

All Titles | Qualifying Textbooks - Fall 2007 | Stores | Books

Business & Investing | Qualifying Textbooks - Fall 2007 | Stores | Books

Professional | Qualifying Textbooks - Fall 2007 | Stores | Books

Science | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:

Accessories:

ASIN: 3540216758

Book Description

Statistics of Financial Markets presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes.

The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic.

A full set of transparencies can be downloaded using the registration card at the back of the book. The registration card also allows the use of the e-book version with links to world wide computing servers.

Customer Reviews:

Great intutive introduction to stochastic calculus.......2006-06-17

This book was such a relief after going through tens of books/lectures notes on stochastic calculus. Most math books give the theory behind Ito calculus (martingales, measure theory etc.), but fail to give the motivation and reasoning behind abstract definitions. This book does an excellent job in deriving many seemingly-complicated math formulas (or, theorems) using intuitive terms. It is an excellent read for people who have a reasonable background in probability theory, and are wishing to learn stochastic calculus (plus finance). I strongly recommend it to anyone who wants to learn the rudiments of Ito integral and see its applications in finance.

Great introduction to the Value at Risk measures.......2005-10-14

Got the friendly yellow paperback version. The book is in three major parts; Options, Time series and then Value at Risk.

The first section starts out well with an overview of Stochastic Processes and then moves on to Stochastic Integrals and Differential Equations. All of this is motivation to help with the pricing of Options, starting with European, then American and moving onto Exotics and Bond Options. It covers all the major points, though it is a little limited in the Exotics, it does have a good references to more thorough works.

The second section on time series works with ARIMA, ARCH and GARCH models.

The third section (labeled Selected Financial Applications) is mostly about the VAR though is has some really good commentary on the Volatility of Option Portfolios.

An added bonus is that you can download the PDF version of the book, and all the data for the examples from the web, with quite a neat one-time license.

I would recommend this book to people needing a good overview of the subjects listed above, and as a handy reference.

Book Description

As millions of Americans are aware, health care costs continue to increase rapidly. Much of this increase is due to the development of new life-sustaining drugs and procedures, but part of it is due to the increased monopoly power of physicians, insurance companies, and hospitals, as the health care sector undergoes reorganization and consolidation. There are two tools to limit the growth of monopoly power: government regulation and antitrust policy. In this timely book, Deborah Haas-Wilson argues that enforcement of the antitrust laws is the tool of choice in most cases.

Book Description

Advocates of rapid access to medicines and critics fearful of inadequate testing both argue that globalization will supersede national medical practices and result in the easy transfer of pharmaceuticals around the world. In Pharmacopolitics, Arthur Daemmrich challenges their assumptions by comparing drug laws, clinical trials, and systems for monitoring adverse reactions in the United States and Germany, two countries with similarly advanced systems for medical research, testing, and patient care. Daemmrich proposes that divergent "therapeutic cultures"--the interrelationships among governments, patients, the medical profession, and the pharmaceutical industry--underlie national differences and explain variations in pharmaceutical markets and medical care.

Daemmrich carries the United States-Germany comparison from 1950 to the present through case studies of Terramycin (an antibiotic), thalidomide (a sedative), propranolol (a heart medication), interleukin-2 (a cancer therapy), and indinavir (an AIDS drug). He points to different political constructions of "the patient" in the United States and Germany to clarify important differences in government policies and in the distribution of power among key social actors. Daemmrich advises that international regulatory harmonization and globalization in medicine must retain flexibility for social and political variation between countries, even as they achieve technical standardization.

Average customer rating:

The other side of awareness ...

Pink Ribbons, Inc.: Breast Cancer and the Politics of Philanthropy
Samantha King
Manufacturer: Univ Of Minnesota Press
ProductGroup: Book
Binding: Hardcover

General | Popular Economics | Business & Investing | Subjects | Books
Breast Cancer | Cancer | Disorders & Diseases | Health, Mind & Body | Subjects | Books
General | Cancer | Disorders & Diseases | Health, Mind & Body | Subjects | Books
Non-US Legal Systems | Perspectives on Law | Law | Subjects | Books
General | Politics | Nonfiction | Subjects | Books
Philanthropy & Charity | Social Sciences | Nonfiction | Subjects | Books
Oncology | Internal Medicine | Medicine | Subjects | Books | Cancer | Chemotherapy | General
Pharmacy | Pharmacology | Medical | Professional & Technical | Subjects | Books
Similar Items:

The Twilight of Equality?: Neoliberalism, Cultural Politics, and the Attack on Democracy

Sickness and Wealth: The Corporate Assault on Global Health

How The Pro-choice Movement Saved America

Pedagogies of Crossing: Meditations on Feminism, Sexual Politics, Memory, and the Sacred (Perverse Modernities)

Monster/Beauty: Building the Body of Love

ASIN: 0816648980

Book Description

In 2005, more than one million people participated in the Susan G. Komen Foundation’s Race for the Cure, the largest network of 5K runs in the world. Consumers thoughtfully choose products ranging from yogurt to cars, responding to the promise that these purchases will contribute to a cure for the disease. And hundreds of companies and organizations support Breast Cancer Awareness Month, founded by a pharmaceutical company in 1985 and now recognized annually by the president of the United States. What could be wrong with that? In Pink Ribbons, Inc., Samantha King traces how breast cancer has been transformed from a stigmatized disease and individual tragedy to a market-driven industry of survivorship. In an unprecedented outpouring of philanthropy, corporations turn their formidable promotion machines on the curing of the disease while dwarfing public health prevention efforts and stifling the calls for investigation into why and how breast cancer affects such a vast number of people. Here, for the first time, King questions the effectiveness and legitimacy of privately funded efforts to stop the epidemic among American women. Pink Ribbons, Inc. grapples with issues of gender and race in breast cancer campaigns of businesses such as the National Football League; recounts the legislative history behind the breast cancer awareness postage stamp—the first stamp in American history to raise funds for use outside the U.S. Postal Service; and reveals the cultural impact of activity-based fund-raising, such as the Race for the Cure. Throughout, King probes the profound implications of consumer-oriented philanthropy on how patients experience breast cancer, the research of the biomedical community, and the political and medical institutions that the breast cancer movement seeks to change. Highly revelatory—at times shocking—Pink Ribbons, Inc. challenges the commercialization of the breast cancer movement, its place in U.S. culture, and its influence on ideas of good citizenship, responsible consumption, and generosity. Samantha King is associate professor of physical and health education and women’s studies at Queen’s University, in Kingston, Ontario.

Customer Reviews:

The other side of awareness ... .......2006-10-06

I do think that the awareness of preventative screening and making women conscious of their health is a positive testament to many runs and galas dedicated to a cure for breast cancer. Treatment options are still evolving but overall, the pink ribbon phenomenon has created the awareness of the disease like never before. What this book does examine is what happens beyond the gala fundraisers ... how does the money raised translate into actual cure outcomes? This is similar to the commens made when AIDS fundraising crossed into a showbiz opportunity. However, despite the pinkwash of breast cancer awareness month ... one thing really seems to be clear ... the condition is top of mind, women are more likely to mind their health, and more money is raised than before towards treatment. Like the saying ... all roads lead eventually lead to Rome .... all efforts eventually lead to a cure in some way, shape, or form. Nothing is ever wasted especially when the intent of many individual fundraisers really is true and comes from the heart.

Average customer rating:

Amy Bland Arrington is vice president for government relations for the Mississippi Hospital Association.(profile): An article from: Mississippi Business Journal

Manufacturer: Venture Publications
ProductGroup: Book
Binding: Digital

General | Business & Investing | Subjects | Books

Book Description

This digital document is an article from Mississippi Business Journal, published by Venture Publications on August 25, 2003. The length of the article is 811 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Amy Bland Arrington is vice president for government relations for the Mississippi Hospital Association.(profile)
Publication: Mississippi Business Journal (Magazine/Journal)
Date: August 25, 2003
Publisher: Venture Publications
Volume: 25 Issue: 34 Page: S11(2)

Article Type: Biography

Distributed by Thomson Gale

And it all came tumbling down ... new industrial relations legislation to hurt nurses.(working life): An article from: Australian Nursing Journal

Average customer rating:

And it all came tumbling down ... new industrial relations legislation to hurt nurses.(working life): An article from: Australian Nursing Journal

Manufacturer: Australian Nursing Federation
ProductGroup: Book
Binding: Digital

General | Business & Investing | Subjects | Books

Book Description

This digital document is an article from Australian Nursing Journal, published by Australian Nursing Federation on June 1, 2005. The length of the article is 3760 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: And it all came tumbling down ... new industrial relations legislation to hurt nurses.(working life)
Publication: Australian Nursing Journal (Refereed)
Date: June 1, 2005
Publisher: Australian Nursing Federation
Volume: 12 Issue: 11 Page: 20(5)

Distributed by Thomson Gale

'Better bargaining' another attack on nurses.(industrial)(Workplace Relations Act) : An article from: Australian Nursing Journal

Average customer rating:

'Better bargaining' another attack on nurses.(industrial)(Workplace Relations Act) : An article from: Australian Nursing Journal
Nick Blake
Manufacturer: Thomson Gale
ProductGroup: Book
Binding: Digital

Workplace | Organizational Behavior | Business & Investing | Subjects | Books

General | Business & Investing | Subjects | Books

Book Description

This digital document is an article from Australian Nursing Journal, published by Thomson Gale on October 1, 2005. The length of the article is 432 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: 'Better bargaining' another attack on nurses.(industrial)(Workplace Relations Act)
Author: Nick Blake
Publication: Australian Nursing Journal (Magazine/Journal)
Date: October 1, 2005
Publisher: Thomson Gale
Volume: 13 Issue: 4 Page: 14(1)

Distributed by Thomson Gale

Beyond small business health plans: what else is Congress doing?(FW FOCUS: GOVERNMENT RELATIONS): An article from: Franchising World

Average customer rating:

Beyond small business health plans: what else is Congress doing?(FW FOCUS: GOVERNMENT RELATIONS): An article from: Franchising World
Jessica Bonanno
Manufacturer: Thomson Gale
ProductGroup: Book
Binding: Digital

General | Business & Investing | Subjects | Books

Book Description

This digital document is an article from Franchising World, published by Thomson Gale on September 1, 2005. The length of the article is 1689 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Beyond small business health plans: what else is Congress doing?(FW FOCUS: GOVERNMENT RELATIONS)
Author: Jessica Bonanno
Publication: Franchising World (Magazine/Journal)
Date: September 1, 2005
Publisher: Thomson Gale
Volume: 37 Issue: 9 Page: 44(2)

Distributed by Thomson Gale

Californians against government-run health care gears up for busy fall: a guide to getting involved: the referendum on California bill SB 2, which will ... An article from: Franchising World

Average customer rating:

Californians against government-run health care gears up for busy fall: a guide to getting involved: the referendum on California bill SB 2, which will ... An article from: Franchising World
Matt Lathrop
Manufacturer: International Franchise Association
ProductGroup: Book
Binding: Digital

General | Business & Investing | Subjects | Books

Book Description

This digital document is an article from Franchising World, published by International Franchise Association on September 1, 2004. The length of the article is 1125 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Californians against government-run health care gears up for busy fall: a guide to getting involved: the referendum on California bill SB 2, which will appear on the November ballot, will be designated as "Proposition 72." IFA opposes Proposition 72 and urges all California members of the association to vote against it.(International Franchise Association)
Author: Matt Lathrop
Publication: Franchising World (Magazine/Journal)
Date: September 1, 2004
Publisher: International Franchise Association
Volume: 36 Issue: 8 Page: 132(2)

Distributed by Thomson Gale

CEO perceptions of current union activity. (chief executive officer): An article from: Public Personnel Management

Average customer rating:

CEO perceptions of current union activity. (chief executive officer): An article from: Public Personnel Management
Robert Boissoneau , and Paul Belton
Manufacturer: International Personnel Management Association
ProductGroup: Book
Binding: Digital

General | Business & Investing | Subjects | Books

Book Description

This digital document is an article from Public Personnel Management, published by International Personnel Management Association on December 22, 1991. The length of the article is 6588 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: CEO perceptions of current union activity. (chief executive officer)
Author: Robert Boissoneau
Publication: Public Personnel Management (Refereed)
Date: December 22, 1991
Publisher: International Personnel Management Association
Volume: v20 Issue: n4 Page: p505(15)

Distributed by Thomson Gale

Books:

Books Index

Books Home

Recommended Books