Autor: Enrico Bernardi

Soporte
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.




1 Ebooks de Enrico Bernardi

Enrico Bernardi & Silvia Romagnoli: Counting Statistics for Dependent Random Events
This book on counting statistics presents a novel copula-based approach to counting dependent random events. It combines clustering, combinatorics-based algorithms and dependence structure in order t …
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Inglés
€117.69