Copula models for risk management
Argurio, Alessio (A.A. 2011/2012) Copula models for risk management. Tesi di Laurea in Probability and statistics, LUISS Guido Carli, relatore Pierpaolo Brutti, pp. 46. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
An introduction to copulas. Concepts of association. Rank correlation. Copula families. Calibrating copulas. Copula models & risk assessment. An application.
References
Bibliografia: pp. 45-46.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (28) |
| Chair: | Probability and statistics |
| Thesis Supervisor: | Brutti, Pierpaolo |
| Academic Year: | 2011/2012 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Aug 2012 10:16 |
| Last Modified: | 19 May 2015 23:12 |
| URI: | https://tesi.luiss.it/id/eprint/8065 |
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