Paper Title:
Study on Financial Market Risk Management Based on the Dynamic Copula Model
  Abstract

This thesis mainly studies Copula model and the application of the model in financial market risk management. On the basis of studying copula, this thesis builds a dynamic Copula model to solve the financial market risk management problems. Using statistics and financial theories and Copula model, the thesis studies applications of Copula model in the financial risk management and resolves the problem that whether the financial contagion exists. The results indicate that the applications of model in the financial market risk management are effective, and should study in deep.

  Info
Periodical
Key Engineering Materials (Volumes 467-469)
Edited by
Dehuai Zeng
Pages
2072-2077
DOI
10.4028/www.scientific.net/KEM.467-469.2072
Citation
Y. L. Xu, L. L. Wang, "Study on Financial Market Risk Management Based on the Dynamic Copula Model", Key Engineering Materials, Vols. 467-469, pp. 2072-2077, 2011
Online since
February 2011
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Price
$32.00
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