Copulas and Margins: Extremal Dependence in Statistics

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Copulas: Dependence Structures and Simulation

Covers copulas, dependence structures, simulation techniques, and properties of copula densities.

Multivariate Statistics: Introduction and Methods

Introduces major statistical methodologies for uncovering associations between vector components in multivariate data.

Multivariate Statistics: Normal Distribution

Introduces multivariate statistics, covering normal distribution properties and characteristic functions.

Continuous Random Variables

Explores continuous random variables, density functions, joint variables, independence, and conditional densities.

Copulas: Modeling Dependence in Financial Engineering

Explores the fundamentals of copulas and their role in modeling dependence in financial engineering.

Estimators and Confidence Intervals

Explores bias, variance, unbiased estimators, and confidence intervals in statistical estimation.

Multivariate Statistics: Wishart and Hotelling T²

Explores the Wishart distribution, properties of Wishart matrices, and the Hotelling T² distribution, including the two-sample Hotelling T² statistic.

Quantitative Risk Management: Distributions and Techniques

Covers distributions and techniques in Quantitative Risk Management for financial modeling.

Probability and Statistics

Explores joint random variables, conditional density, and independence in probability and statistics.

Copula Densities: Tail Dependence

Covers copula densities and tail dependence in quantitative risk management.