Book of Donmon Teith

The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismol

This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guida

This volume is an excellent resource for professionals in various areas of applications of mathematics, modeling, and computational science. It focuses on recen

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the ser