免費 Financial Applications of Copula

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

One paper and one presentation on copula are shared for free.

Paper

Financial Applications of Copula Functions
Jean-Fr´ed´eric Jouanin, Ga¨el Riboulet and Thierry Roncalli
Groupe de Recherche Op´erationnelle, Cr´edit Lyonnais, France
Abstract
Copula functions have been introduced recently in finance. They are a general tool to construct
multivariate distributions and to investigate dependence structure between random variables. In this
paper, we show that copula functions may be extensively used to solve many financial problems. As
examples we show how to them to monitor the market risk of basket products, to measure the credit risk
of a large pool of loans and to compute capital requirements for operational risk.

Presentation

Financial Applications of Copulas
CREREG, Rennes, 11/16/00
Thierry Roncalli
Groupe de Recherche Op´erationnelle
Cr´edit Lyonnais
Joint work with Eric Bouy´e, Valdo Durrleman,
Ashkan Nikeghbali and Ga¨el Riboulet.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：Applications Application financial Financia inancial Applications financial Copula

楼主真好啊，呵呵

谢谢！！！！！！！！！！！！

下载学习
谢谢楼主的分享

xiexie, thanks.

Thank you very much.

瞧瞧了
谢谢楼主的分享

谢谢LZ 赞一个{:3_41:}

Thank you for sharing!

Thank you for sharing!