The Resource Copulas, Embrechts and Nelehova, (streaming video)

Copulas, Embrechts and Nelehova, (streaming video)

Label
Copulas
Title
Copulas
Statement of responsibility
Embrechts and Nelehova
Creator
Contributor
Speaker
Subject
Language
eng
Member of
Cataloging source
KCL
Characteristic
videorecording
http://library.link/vocab/creatorDate
1953-
http://library.link/vocab/creatorName
Embrechts, Paul
http://library.link/vocab/relatedWorkOrContributorName
Neslehova, Johanna
Series statement
Quantitative financial risk management : fundamentals, models and techniques
http://library.link/vocab/subjectName
Financial risk management
Label
Copulas, Embrechts and Nelehova, (streaming video)
Instantiates
Publication
Note
Animated audio-visual presentations with synchronized narration
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Configuration of playback channels
monaural
Content category
two-dimensional moving image
Content type code
  • tdi
Content type MARC source
rdacontent
Contents
Impact of extremes and dependence in finance and insurance -- Correlation issues -- Copulas and Sklar's theorem -- Copula generation -- Frechet-Hoeffding bounds -- Limitations of correlation -- Rank correlation measures -- An application to credit risk -- Tail dependence -- Bounds on risk measures -- Critical appraisal
Dimensions
unknown
Extent
1 streaming video file (39 min.)
File format
one file format
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Medium for sound
other
Other physical details
digital, mono., SWF file, sd. col.
Sound
sound
Sound on medium or separate
sound on medium
Specific material designation
  • remote
  • other
System details
System requirements: Operating System: PC Windows 2000+, Mac OSX+ 3.2. Browser Compatibility: IE6+, Firefox 2+, Opera 9+, Safari 2+ 3.3. Browser settings: enable JavaScript, enable popups from the Henry Stewart Talks site. 3.4. Required Browser Plugins & Viewers: Adobe (Macromedia) Flash Player 7+, Adobe Acrobat Reader 6.0+
Video recording format
other
Label
Copulas, Embrechts and Nelehova, (streaming video)
Publication
Note
Animated audio-visual presentations with synchronized narration
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Configuration of playback channels
monaural
Content category
two-dimensional moving image
Content type code
  • tdi
Content type MARC source
rdacontent
Contents
Impact of extremes and dependence in finance and insurance -- Correlation issues -- Copulas and Sklar's theorem -- Copula generation -- Frechet-Hoeffding bounds -- Limitations of correlation -- Rank correlation measures -- An application to credit risk -- Tail dependence -- Bounds on risk measures -- Critical appraisal
Dimensions
unknown
Extent
1 streaming video file (39 min.)
File format
one file format
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Medium for sound
other
Other physical details
digital, mono., SWF file, sd. col.
Sound
sound
Sound on medium or separate
sound on medium
Specific material designation
  • remote
  • other
System details
System requirements: Operating System: PC Windows 2000+, Mac OSX+ 3.2. Browser Compatibility: IE6+, Firefox 2+, Opera 9+, Safari 2+ 3.3. Browser settings: enable JavaScript, enable popups from the Henry Stewart Talks site. 3.4. Required Browser Plugins & Viewers: Adobe (Macromedia) Flash Player 7+, Adobe Acrobat Reader 6.0+
Video recording format
other

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