The latest tools and techniques for pricing and risk management This book introduces
readers to the use of copula functions to represent the dynamics of financial assets and risk …

This book on counting statistics presents a novel copula-based approach to counting
dependent random events. It combines clustering, combinatorics-based algorithms and …

This book presents a conclusive synthesis of a number of years of original research carried
out at the University of Bologna into some probabilistic problems involving the interaction of …

There is a large literature investigating the nonlinear dynamics of the short-term rate. It
mainly dates back to the last decade of the last century. Most of this literature was about …

• Copula functions are linked to non-parametric dependence statistics, as in example
Kendall's τ or Spearman's ρ S• Notice that differently from non-parametric estimators, the …