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