Copulas for Finance - A Reading Guide and Some Applications

Copulas are a general tool to construct multivariate distributions and to investigate dependence structure between random variables. However, the concept of copula is not popular in Finance. In this paper, we show that copulas can be extensively used to solve many financial problems

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Year of publication:	[2009]
Authors:	Bouyé, Eric
Other Persons:	Durrleman, Valdo (contributor) ; Nikeghbali, Ashkan (contributor) ; Riboulet, Gaël (contributor) ; Roncalli, Thierry (contributor)
Publisher:	[2009]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (69 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2000 erstellt
Other identifiers:	10.2139/ssrn.1032533 [DOI]
Classification:	G00 - Financial Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012721021