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Islamic finance : innovation and growth

Archer, Simon (contributor); … - 2002

Persistent link: https://www.econbiz.de/10000322232

Measuring and modelling financial risk

Alexander, Carol (contributor) - 1998

Persistent link: https://www.econbiz.de/10000680099

Risk and capital : proceedings of the 2nd Summer Workshop on Risk and Capital, held at the University of Ulm, West Germany; June 20-24, 1983

Bamberg, Günter (ed.); Spremann, Klaus (contributor) - 1984

Persistent link: https://www.econbiz.de/10000091950

Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung

Köck, Christian - 2008

Persistent link: https://www.econbiz.de/10003717606

Computational methods in financial engineering : essays in honour of Manfred Gilli

Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008

Persistent link: https://www.econbiz.de/10003635732

Modeling dependencies in finance using copulae

Härdle, Wolfgang (contributor); Okhrin, Ostap (contributor) - 2008

In this paper we provide a review of copula theory with applications to finance. We illustrate the idea on the bivariate framework and discuss the simple, elliptical and Archimedean classes of copulae. Since the copulae model the dependency structure between random variables, next we explain the...