The use of copulas in the study of certain transforms of random variables with applications in finance.

Kovacs, Edith

Acta Universitatis Apulensis. Mathematics - Informatics (2006)

  • Volume: 11, page 129-138
  • ISSN: 1582-5329

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Kovacs, Edith. "The use of copulas in the study of certain transforms of random variables with applications in finance.." Acta Universitatis Apulensis. Mathematics - Informatics 11 (2006): 129-138. <http://eudml.org/doc/117156>.

@article{Kovacs2006,
author = {Kovacs, Edith},
journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
keywords = {joint distribution functions; marginals; value at risk},
language = {eng},
pages = {129-138},
publisher = {"1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics},
title = {The use of copulas in the study of certain transforms of random variables with applications in finance.},
url = {http://eudml.org/doc/117156},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Kovacs, Edith
TI - The use of copulas in the study of certain transforms of random variables with applications in finance.
JO - Acta Universitatis Apulensis. Mathematics - Informatics
PY - 2006
PB - "1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics
VL - 11
SP - 129
EP - 138
LA - eng
KW - joint distribution functions; marginals; value at risk
UR - http://eudml.org/doc/117156
ER -

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