Copulas and Margins

Related lectures (30)

Page 1 of 3

Covers copulas, Sklar's Theorem, types of copulas, and simulation of copulas for risk management.

Introduces key concepts in probability and random variables, covering statistics, distributions, and covariance.

Explores copulas, rank correlations, and tail dependence measures in risk management.

Covers various probability distributions and their applications in real-world scenarios.

Introduces multivariate statistics, covering normal distribution properties and characteristic functions.

Explores continuous random variables, density functions, joint variables, independence, and conditional densities.

Covers statistical modelling basics, probability concepts, and random variables for data analysis.

Covers probability, statistics, independence, covariance, correlation, and random variables.

Explores PDFs and CDFs for discrete and continuous random variables, including Gaussian, uniform, and exponential distributions.

Covers distributions and techniques in Quantitative Risk Management for financial modeling.