The Inner Product Type Method of Generating Copula and Its Applications

摘要：

The converse problem of generating Copula with marginal distributions is very important.We put forward a simple method to generate Copula and apply it for the financial derivatives risk analysis.

关键词： Copula joint probability distribution marginal distributions warrant

作者: Ying Yirong Wang Ying

作者单位: College of International Business and Management,Shanghai University,Shanghai,201800,China

会议类型: 国内会议

会议名称: 第三届中国智能计算大会

会议地点: 济南

会议语种:英文

页码: 185-189

在线出版日期: 2009-05-15（万方平台首次上网日期，不代表论文的发表时间）