A Simple Transformation of Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valdo Durrleman | Ashkan Nikeghbali | Thierry Roncalli

Copulas Approximation and New Families

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valdo Durrleman | Ashkan Nikeghbali | Thierry Roncalli

Copulas for Finance - A Reading Guide and Some Applications

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eric Bouyé | Valdo Durrleman | Ashkan Nikeghbali | Gaël Riboulet | Thierry Roncalli

Copulas, Multivariate Risk - Neutral Distributions and Implied Dependence Functions

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sophie Coutant | Valdo Durrleman | Grégory Rapuch | Thierry Roncalli

Copulas: An Open Field for Risk Management

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eric Bouyé | Valdo Durrleman | Ashkan Nikeghbali | Gaël Riboulet | Thierry Roncalli

EPISTEMIC VERBAL ENDINGS AND COPULAS WITH THE FINAL AUXILIARY ’gro/’gro’o

BOOK CHAPTER published 1 November 2017 in Epistemic modality in spoken standard Tibetian: epistemic verbal endings and copulas

Revisiting the Dependence between Financial Markets with Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Arnaud Costinot | Thierry Roncalli | Jerome Teiletche

Copulas and Dependence Modeling

BOOK CHAPTER published 23 April 2020 in Handbook of Financial Risk Management

Authors: Thierry Roncalli

Some results on a transformation of copulas and quasi-copulas

JOURNAL ARTICLE published February 2014 in Information Sciences

Authors: Ali Dolati | Soheyla Mohseni | Manuel Úbeda-Flores

Modelling Dependence for Credit Derivatives with Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jean-Frédéric Jouanin | Grégory Rapuch | Gaël Riboulet | Thierry Roncalli

Multivariate Survival Modelling: A Unified Approach with Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Pierre Georges | Arnaud-Guilhem Lamy | Emeric Nicolas | Guillaume Quibel | Thierry Roncalli

LÉVY SIMPLE STRUCTURAL MODELS

BOOK CHAPTER published December 2007 in Credit Correlation

Authors: MARTIN BAXTER

Which Copula is the Right One?

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valdo Durrleman | Ashkan Nikeghbali | Thierry Roncalli

Topics on Two-State Option Pricing

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valdo Durrleman | Adam Kurpiel | Gaël Riboulet | Thierry Roncalli

An Introduction to Copulas

JOURNAL ARTICLE published August 2000 in Technometrics

Authors: Bill Rayens | Roger B. Nelsen

Drought Analysis under Climate Change by Application of Drought Indices and Copulas

REPORT published 1 January 2000

Authors: Wen Yang

An Introduction to Copulas

JOURNAL ARTICLE published August 2000 in Technometrics

Authors: Bill Ravens

A Note About the Conjecture on Spearman's Rho and Kendall's Tau

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valdo Durrleman | Ashkan Nikeghbali | Thierry Roncalli

On Two Simple, Three-Parameter, Three-Dimensional, Non-Exchangeable Copulas

JOURNAL ARTICLE published 29 February 2024 in Contemporary Mathematics

Authors: Christophe Chesneau

Verbs of becoming as future copulas

BOOK CHAPTER published 6 June 2000 in Tense and Aspect in the Languages of Europe

Authors: Östen Dahl