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2 Applications of Copulas for the Calculation of Value-at-Risk
2.1 Copulas
2.1.1 Definition
2.1.2 Sklar's Theorem
2.1.3 Examples of Copulas
2.1.4 Further Important Properties of Copulas
2.2 Computing Value-at-Risk with Copulas
2.3 Examples
2.4 Results
Bibliography

 
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