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8 Copulas - University of Washington

faculty.washington.edu

in a multivariate distribution and can be combined with any set of univariate distributions for the marginal distributions. Consequently, the use of copulas allows us to take advantage of the wide variety of univariate models that are available. A copula is a multivariate CDF whose univariate marginal distributions are all Uniform(0,1).

  University, Washington, University of washington, Multivariate, Cupolas

Copulas: An Introduction I - Fundamentals - Columbia …

www.columbia.edu

Course aim Introduction to the basic concepts and main principles I Fundamentals II Models III Inference Caveats: I Personal selection of topics in a wide and fast-growing field I Speaker’s bias towards (practically useful) theory I References are a random selection from an ocean of literature Johan Segers (UCL)Copulas. I - FundamentalsColumbia University, Oct 2013 3 / 74

  Introduction, Columbia, An introduction, Cupolas

Financial Applications of Copula Functions - Thierry Roncalli

www.thierry-roncalli.com

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

  Applications, Financial, Functions, Cupolas, Financial applications of copula functions

Copulas: An Introduction Part II: Models - …

www.columbia.edu

Copulas: An Introduction Part II: Models Johan Segers Université catholique de Louvain (BE) Institut de statistique, biostatistique et sciences actuarielles

  Introduction, Model, Part, Cupolas, An introduction part ii

USING COPULAS An introduction for practitioners

www.danielberg.no

Introduction Popularcopulafamilies Simulation Parameterestimation Modelselection Modelevaluation Examples Extensions Summary USING COPULAS An introduction for ...

  Introduction, Using, Simulation, Practitioner, Cupolas, Using copulas an introduction for practitioners

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