Kopule

Stojčević, Anja

master's thesis

Kopule

Stojčević, Anja (2019)

Josip Juraj Strossmayer University of Osijek
Department of Mathematics
Chair of Pure Mathematics
Probability and Mathematical Statistics Research Group

Cite this document

APA 6th Edition

Stojčević, A. (2019). Kopule (Master's thesis). Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:477673

MLA 8th Edition

Stojčević, Anja. "Kopule." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2019. https://urn.nsk.hr/urn:nbn:hr:126:477673

Chicago 17th Edition

Stojčević, Anja. "Kopule." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2019. https://urn.nsk.hr/urn:nbn:hr:126:477673

Harvard

Stojčević, A. (2019). 'Kopule', Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 14 August 2020, https://urn.nsk.hr/urn:nbn:hr:126:477673

Vancouver

Stojčević A. Kopule [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2019 [cited 2020 August 14] Available at: https://urn.nsk.hr/urn:nbn:hr:126:477673

IEEE

A. Stojčević, "Kopule", Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2019. Available at: https://urn.nsk.hr/urn:nbn:hr:126:477673

Cite this item: https://urn.nsk.hr/urn:nbn:hr:126:477673

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Metadata

Title	Kopule
Title (english)	Copulas
Author	Anja Stojčević
Mentor	Nenad Šuvak (mentor)
Committee member	Dragana Jankov Maširević (predsjednik povjerenstva)
Committee member	Nenad Šuvak (član povjerenstva)
Committee member	Danijel Grahovac (član povjerenstva)
Granter	Josip Juraj Strossmayer University of Osijek Department of Mathematics (Chair of Pure Mathematics) (Probability and Mathematical Statistics Research Group) Osijek
Defense date and country	2019-07-12, Croatia
Scientific / art field, discipline and subdiscipline	NATURAL SCIENCES Mathematics Probability Theory and Statistics
Abstract	U ovom radu smo definirali pojam kopula i kroz primjere predstavili svojstva i vrste kopula. Pokazano je kako se kopule koriste za računanje zavisnosti izmedu varijabli. Navedene su i objašnjene su primjene kopula, odnosno kakvu ulogu kopule imaju u upravljanju rizikom, optimizaciji portfelja i vrednovanju financijskih derivata. Vidjeli smo i koje su prednosti njihovog korištenja te koje opasnosti donosi preveliko oslanjanje na njih.
Abstract (english)	In this thesis we have defined copulas and, through examples, presented their properties and types. We have shown how copulas are used to calculate dependence between variables. Applications of copulas are explained, including their role in risk management, portfolio optimization and derivatives pricing. We have seen what their benefits are as well as what potential dangers overreliance on them can bring.
Keywords
Keywords (english)
Language	croatian
URN:NBN	urn:nbn:hr:126:477673
Study programme	Title: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics Course: Financial and Statistical Mathematics Study programme type: university Study level: graduate Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resource	Text
File origin	Born digital
Access conditions	Open access
Terms of use
Created on	2019-07-16 09:29:14