Browsing Bachelor Thesis - Mathematics by Author "Nguyen Canh, Hai"
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Copula Theory And Application In Financial Engnineering
Nguyen Canh, Hai (International University - HCMC, 2018)This report will introduce a new way to describe the interdependence between returns and volatility of financial assets. It is based on the concept of copulas. The definition of mathematics, some characteristic properties ...