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Title: Some applications of copulae to finance
Author: Bouyé, Eric
ISNI:       0000 0001 3472 5999
Awarding Body: City University London
Current Institution: City, University of London
Date of Award: 2003
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The aim of this thesis is to extend theory and to develop practical applications of copulae in finance. A copula is a dependence function that links random variables - expressed through their marginal distributions - to their joint or multivariate distribution.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: HG Finance