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| Identificativo | BouyeDurrlemanNikeghbaliRibouletRoncalli00, |
| Tipo di record |  |
| Autore/i | Bouye E ; Durrleman V ; Nikeghbali A ; Riboulet G ; Roncalli T |
| Anno | 2000 |
| Titolo | Copulas for Finance |
| paper |
| Altre Informazioni | Crédit Lyonnais
Crédit Lyonnais, Groupe de Recherche Opérationnelle, Paris, July 23. |
| Keywords separare key1:key2 | |
| Abstract | Copulas are a general tool to construct multivariate distributions and to investigate dependence structure between random variables. However, the concept of copula is not popular in Finance. In this paper, we show that copulas can be extensively used to solve many financial problems. |
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