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by yawhueiw
November 11th, 2003, 8:50 am
Forum: The Quantitative Finance FAQs Project
Topic: What are copulas and how are they used in quantitative finance?
Replies: 85
Views: 357320

What are copulas and how are they used in quantitative finance?

<t>QuoteOriginally posted by: pb273Copulas can be used to model joint distribution of multiple securities. Their most commonly reported academic usage is for risk-management in credit derivatives, insurance and event risk areas - however it doesn't do justification to the uses that it can be put to....