Modelling Dependence with Copulas and Applications to Risk Management Paul Embrechts, Filip Lindskog∗ and Alexander McNeil∗∗ Department of Mathematics ETHZ CH-8092 Z¨ - McNeil - Document - PDFSEARCH.IO

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	Modelling Dependence with Copulas and Applications to Risk Management Paul Embrechts, Filip Lindskog∗ and Alexander McNeil∗∗ Department of Mathematics ETHZ CH-8092 Z¨ Add to Reading List Document Date: 2006-09-27 08:40:35 Open Document File Size: 525,41 KB Share Result on Facebook

Modelling Dependence with Copulas and Applications to Risk Management Paul Embrechts, Filip Lindskog∗ and Alexander McNeil∗∗ Department of Mathematics ETHZ CH-8092 Z¨Add to Reading List