Wolfgang Karl Hardle Books
Copulae in Mathematical and Quantitative Finance
By Fabrizio Durante, Wolfgang Karl Hardle, Piotr Jaworski
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introdu...
Read MoreNonparametric and Semiparametric Models
The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure. The book considers high dimensional objects, as densi...
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