worcotha.mimuw.edu.pl
Copulae 201210-11 July 2012 /. The workshop will be preceded by the short course. Copulae calibration in theory and practice. Aims and Scope /. Production: Paweł Witkowski INTools.
http://worcotha.mimuw.edu.pl/
10-11 July 2012 /. The workshop will be preceded by the short course. Copulae calibration in theory and practice. Aims and Scope /. Production: Paweł Witkowski INTools.
http://worcotha.mimuw.edu.pl/
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Copulae 2012 | worcotha.mimuw.edu.pl Reviews
https://worcotha.mimuw.edu.pl
10-11 July 2012 /. The workshop will be preceded by the short course. Copulae calibration in theory and practice. Aims and Scope /. Production: Paweł Witkowski INTools.
worcotha.mimuw.edu.pl
Copulae2012 Committees
http://worcotha.mimuw.edu.pl/committees.html
Aims and Scope /. CASE - Center for Applied Statistics and Economics, Humboldt-Universität zu Berlin. Stefan Banach International Mathematical Center, Institute of Mathematics, Polish Academy of Sciences. Ministry of Science and Higher Education, Republic of Poland. Claudia Czado (Technische Universität München, Germany). Fabrizio Durante (Free University of Bozen-Bolzano, Italy). Wolfgang Haerdle (Humboldt-Universität zu Berlin, Germany). Jacek Jakubowski (University of Warsaw, Poland).
Copulae 2012
http://worcotha.mimuw.edu.pl/index.html
10-11 July 2012 /. The workshop will be preceded by the short course. Copulae calibration in theory and practice. Aims and Scope /. Production: Paweł Witkowski INTools.
Copulae2012 Venue
http://worcotha.mimuw.edu.pl/venue.html
Aims and Scope /. The workshop will take place in the Guest House of the Jagiellonian University Przegorzaly, Jodlowa Street 13, Kraków (Cracow), Poland. It is located about 5 km from the historical center of Kraków and 7 km from the Airport Balice. On the hill at the edge of the Wolski Grove. There is a magnificent view from the terrace on the vast Vistula River valley. Google maps coordinates: 50.049892,19.865341 - how to get there. E-mail address: hzabczynska@op.pl . Please indicate in your message:.
Copulae2012 ShortCourse
http://worcotha.mimuw.edu.pl/short-course.html
Aims and Scope /. The workshop will be preceded by a short course. Copulae calibration in theory and practise, 9th July 2012. There will be two sections, both dealing with multivariate copulae, their construction and fitting to real data. The first section (4h) is organized by Wolfgang Karl Härdle and Ostap Okhrin (C.A.S.E., Humboldt-Universität zu Berlin) and will be an introduction to the domain of Hierarchical Archimedean Copulae and their calibration:. Aas, K., C. Czado, A. Frigessi and H...Czado, C&...
Copulae2012 Aim & Scope
http://worcotha.mimuw.edu.pl/aims-and-scope.html
Aims and Scope /. Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, provide a novel and flexible framework for constructing multivariate models. Since their introduction in the early 50's, copulas have gained a lot of popularity in several fields of applied mathematics, like finance, insurance, medicine, hydrology, networking or reliability theory. Production: Paweł Witkowski INTools.
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Financial Mathematics Group - News
http://mathfinance.mimuw.edu.pl/news/1/73/Advances-in-Mathematics-of-Finance
Advances in Mathematics of Finance. 6th General AMaMeF and Banach Center Conference, 10-15 July 2013, Warsaw, Poland [ more information. 26th IFIP TC7 Conference 2013. On System Modelling and Optimization, Minisymposium "Stochastic models, control and applications" 9-13 September 2013, Klagenfurt, Austria [ more information. Advances in Mathematics of Finance. 6th General AMaMeF and Banach Center Conference, 10-15 July 2013, Warsaw, Poland [ more information. Design by NetForms.pl.
Financial Mathematics Group - Witamy na stronie Grupy Matematyki Finansowej !
http://mathfinance.mimuw.edu.pl/pl/strona_glowna
Witamy na stronie Grupy Matematyki Finansowej ! Nasza Grupa powstała z inicjatywy kilku matematyków zainteresowanych matematycznymi problemami w finansach we wczesnych latach dziewięćdziesiątych XX w. Obecnie stanowimy odrębną jednostkę naukowo-edukacyjną (zakład) na Wydziale Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego. Naszym celem jest rozwój badań naukowych i kształcenia w dziedzinie matematyki finansowej i ubezpieczeniowej, matematycznej ekonomii i teorii gier, a także wykorzystywa...
Financial Mathematics Group - News
http://mathfinance.mimuw.edu.pl/news/3/73/26th-IFIP-TC7-Conference-2013
26th IFIP TC7 Conference 2013. On System Modelling and Optimization, Minisymposium "Stochastic models, control and applications" 9-13 September 2013, Klagenfurt, Austria [ more information. 26th IFIP TC7 Conference 2013. On System Modelling and Optimization, Minisymposium "Stochastic models, control and applications" 9-13 September 2013, Klagenfurt, Austria [ more information. Advances in Mathematics of Finance. Faculty of Mathematics, Informatics and Mechanics. Design by NetForms.pl.
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Copulae 2012
10-11 July 2012 /. The workshop will be preceded by the short course. Copulae calibration in theory and practice. Aims and Scope /. Production: Paweł Witkowski INTools.
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