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Advanced Topics in Copula Modeling
| Professor | Prof. P. Embrechts | ||
| Lecturer | Marius Hofert | Lectures | Tuesday, 08:15-10:00 HG D 7.2 |
Course description
The course is a sequel of the course "An Introduction to Copulas" held in the Autumn Semester 2010 and presents various research topics in the context of copula modeling in theory and applications.
References
- Various research papers given in the lecture
Course material
Course material (login and password are announced in the lecture; last update on 2011-05-17)
Misc
- Course description in the course catalogue
- A script will not be available
- Conditions to obtain the certificate: pass oral exam
- An Introduction to Copulas
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