| News | |
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| Lecturer | |
| Recitations | |
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| Type | 2 hours lectures, 1 hours recitations (2+1) |
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| Meetings | Lectures: |
| | - Friday, 10 - 12, He 18 E 60
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| | Recitations: |
| | - Friday, 12 - 13, He 18 E 60
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| Contents | - (pdf; written in German)
- (2009-04-24)
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| Infos | - If not done already, please get an . Only students with valid SLC-Account can pass the exercises.
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| Exercise Sheets | |
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| References | - Nelsen, R. B., "An Introduction to Copulas", 2007
- Joe, H., "Multivariate Models and Dependence Concepts", 1997
- McNeil, A. J. and Frey, R. and Embrechts, P., "Quantitative Risk Management: Concepts, Techniques, and Tools", 2005
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