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Counting Statistics for Dependent Random Events

Counting Statistics for Dependent Random Events


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International Edition


About the Book

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.


About the Author:

Enrico Bernardi is a Full Professor of Mathematics at the University of Bologna, Italy. His main research topics are the analysis of linear partial differential equations, in particular the well-posedness of the Cauchy problem for hyperbolic operators with double characteristics, and exploring the solutions of stochastic differential equations and their applications to modeling.

Silvia Romagnoli is an Associate Professor of Mathematical Methods for Economics and Actuarial/Financial Sciences at the University of Bologna, Italy. Her scientific research chiefly focuses on the applications of stochastic models to finance and insurance, particularly with regard to multidimensional problems. She has published extensively in prominent international journals including Mathematical Finance and Finance and Stochastics. She is a co-author of a book on Dynamic Copula Methods in Finance, published by Wiley in 2012.


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Product Details
  • ISBN-13: 9783030642495
  • Publisher: Springer International Publishing
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 206
  • Spine Width: 14 mm
  • Weight: 539 gr
  • ISBN-10: 3030642496
  • Publisher Date: 26 Apr 2021
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Sub Title: With a Focus on Finance
  • Width: 156 mm


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