Marena Marina

Marina Marena

Information about the author Marina Marena will soon be added to the site.
Found 2 papers in total
Copulae as a new tool in financial modelling
2002
The paper presents an overview of financial applications of copulas. Copulas permit to...
Portfolio value at risk bounds
2002
This paper develops value at risk (VAR) measures for portfolios of correlated...
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