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Posted on November 26, 2019 by Jonathan

Copulas in Risk Management

Copulas in Risk Managment

CategoriesCopulas, Correlation, Dispersion, Fat Tails, Index, Mathematica, Quantitative finance conference Derman Dupire forecasting volatility, Risk Management, S&P500 Index, Tail Risk, Value at RiskTagsClayton, Copulas, Correlation, Frank, Gumbel, Kendall's Tau, Mathematica, Multivariate Distributions, Spearman's Rho, Tail Risk, Value at Risk, VaR

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