The Use of Copulas in the Study of Certain Transforms of Random Variables with Applications in Finance

نویسنده

  • Edith Kovacs
چکیده

The financial life often requires the calculation of some sort of expectations: expected utility, expected payoffs, expected losses, which are expressed as certain transforms of some random variables. We shall provide a method, based on the copula concept, to calculate the probabilities that these transforms belong to a certain neighbourhood of their expected values. First, we recall briefly the concept of copula and some useful results. We denote I = [0, 1].

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Hessian Stochastic Ordering in the Family of multivariate Generalized Hyperbolic Distributions and its Applications

In this paper, random vectors following the multivariate generalized hyperbolic (GH) distribution are compared using the hessian stochastic order. This family includes the classes of symmetric and asymmetric distributions by which different behaviors of kurtosis in skewed and heavy tail data can be captured. By considering some closed convex cones and their duals, we derive some necessary and s...

متن کامل

Analysis of Dependency Structure of Default Processes Based on Bayesian Copula

One of the main problems in credit risk management is the correlated default. In large portfolios, computing the default dependencies among issuers is an essential part in quantifying the portfolio's credit. The most important problems related to credit risk management are understanding the complex dependence structure of the associated variables and lacking the data. This paper aims at introdu...

متن کامل

Simulation study on copulas

There are several theorical results about order statistics and copulas in the literature that have  been mentioned also by Nelsen cite{p20}. The present study after reviewing some of these results, relies on  simulation technique to investigate the mentioned results about order statistics and copulas. The study concentrates on two well known Archimedean Gumbel and Frank families in the case tha...

متن کامل

Prediction the Return Fluctuations with Artificial Neural Networks' Approach

Time changes of return, inefficiency studies performed and presence of effective factors on share return rate are caused development modern and intelligent methods in estimation and evaluation of share return in stock companies. Aim of this research is prediction of return using financial variables with artificial neural network approach. Therefore, the statistical population of this study incl...

متن کامل

Forecasting Stock Market Using Wavelet Transforms and Neural Networks: An integrated system based on Fuzzy Genetic algorithm (Case study of price index of Tehran Stock Exchange)

The jamor purpose of the present research is to predict the total stock market index of Tehran Stock Exchange, using a combined method of Wavelet transforms, Fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.To do so, first the prediction was made by neural network, then a series of price index was decomposed by w...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006