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Kopule : delo diplomskega seminarja
ID Mitar, Živa (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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MD5: B9EFEFB291297028C6E58C7D5A9CBFE9
PID: 20.500.12556/rul/7641f9fa-eb03-447c-aec0-f85b10634e9a

Language:Slovenian
Keywords:kopula, Sklarjev izrek, mere odvisnosti za kopule, družine kopul, upravljanje tržnega tveganja, upravljanje kreditnega tveganja
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[Ž. Mitar]
Year:2010
Number of pages:59 str.
PID:20.500.12556/RUL-96764 This link opens in a new window
UDC:519.2
COBISS.SI-ID:15855961 This link opens in a new window
Publication date in RUL:16.10.2017
Views:2374
Downloads:416
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Secondary language

Language:English
Keywords:copula, Sklar's theorem, copula's dependence structure, copula families, market risk managemant, credit risk management

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