Abstract
dc:description.abstractThe aim of this thesis is to extend theory and to develop practical applications of copulae in finance. A copula is a dependence function that links random variables - expressed through their marginal distributions - to their joint or multivariate distribution.
Degree
thesis:*- Name dc:type.qualificationname
- phd
- Level dc:type.qualificationlevel
- doctoral
- Grantor dc:publisher.institution
- City University London
- Year dc:date.issued
- 2003
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Bouye, E.