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Book Cover
Streaming video
Author Embrechts, Paul, 1953- Speaker.

Title Dependence modeling with copulas / Embrechts and Nelehova
Published London : Henry Stewart Talks, 2007
Online access available from:
HSTalks Business & Management Collection    View Resource Record  

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Description 1 online resource (1 streaming video file (39 min.) : color, sound)
Series Quantitative financial risk management : fundamentals, models and techniques, 2056-4570
Henry Stewart talks. Business & management collection. Quantitative financial risk management
Contents Contents: Impact of extremes and dependence in finance and insurance -- Correlation issues -- Copulas and Sklar's theorem -- Copula generation -- Frechet-Hoeffding bounds -- Limitations of correlation -- Rank correlation measures -- An application to credit risk -- Tail dependence -- Bounds on risk measures -- Critical appraisal
Notes Animated audio-visual presentations with synchronized narration
Title from title frames
Restricted Access restricted to subscribers
Notes Mode of access: World Wide Web
Subject Financial risk management.
Form Streaming video
Author Neslehova, Johanna. Speaker.