Study of portfolio risk using copulas

dc.contributor.authorLi, Yurong
dc.contributor.departmentChalmers tekniska högskola / Institutionen för matematiska vetenskapersv
dc.contributor.departmentChalmers University of Technology / Department of Mathematical Sciencesen
dc.date.accessioned2019-07-03T14:27:44Z
dc.date.available2019-07-03T14:27:44Z
dc.date.issued2017
dc.identifier.urihttps://hdl.handle.net/20.500.12380/249612
dc.language.isoeng
dc.setspec.uppsokPhysicsChemistryMaths
dc.subjectMatematik
dc.subjectMathematics
dc.titleStudy of portfolio risk using copulas
dc.type.degreeExamensarbete för masterexamensv
dc.type.degreeMaster Thesisen
dc.type.uppsokH
local.programmeEngineering mathematics and computational science (MPENM), MSc
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