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

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

A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last