Search results with tag "Financial applications of copula functions"

Financial Applications of Copula Functions - Thierry Roncalli

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