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Document type:
Bachelorarbeit 
Author(s):
Leonhardt, Daniel 
Title:
Elliptical Copulas and their Relevance for Risk Management 
Abstract:
Elliptical distributions are a class of distributions with both useful and outstanding properties which allow us to look at dependence structures of random variable in the multivariate case. Therefore it is directed to especially emphasize both the multivariate normal distribution and the multivariate t distribution. These foundations will be explained in the paper. They will be used to enlarge the theory about copulas and for the practical part of this thesis as well. Copulas are multivariate d...    »
 
Advisor:
Dr. Min 
Referee:
Prof. Dr. Scherer 
Year:
2010 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik