Short course on copulas by Prof. Dr. Roger Nelsen
Data:
26/10/2010
Plaats:
Naamsestraat 69, Leuven Fortis Chair in Financial and Actuarial Risk Management, K.U.Leuven
A short course on copulas by Prof. Dr. Roger Nelsen, Mathematical Sciences Department Lewis & Clark College, Portland OR, United States
Professor Nelson can be considered as a world authority as far as copulas are concerned. His book 'An introduction to copulas' is a standard in the field of copulas.