delo diplomskega seminarja
Živa Mitar (Author), Tomaž Košir (Mentor)

Abstract

Kopule

Keywords

kopula;Sklarjev izrek;mere odvisnosti za kopule;družine kopul;upravljanje tržnega tveganja;upravljanje kreditnega tveganja;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [Ž. Mitar]
UDC: 519.2
COBISS: 15855961 Link will open in a new window
Views: 985
Downloads: 320
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: copula;Sklar's theorem;copula's dependence structure;copula families;market risk managemant;credit risk management;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 59 str.
ID: 10910986
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