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Copulas in Risk Management
January 26, 2017
Jonathan
Copulas
,
Correlation
,
Dispersion
,
Fat Tails
,
Index
,
Mathematica
,
Quantitative finance conference Derman Dupire forecasting volatility
,
Risk Management
,
S&P500 Index
,
Tail Risk
,
Value at Risk
Copulas in Risk Management
Tags:
Clayton
,
Copulas
,
Correlation
,
Frank
,
Gumbel
,
Kendall's Tau
,
Mathematica
,
Multivariate Distributions
,
Spearman's Rho
,
Tail Risk
,
Value at Risk
,
VaR
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