Modeling with copulas

	News
	Lecturer	Prof. Dr. Ulrich Stadtmüller
	Recitations	Marius Hofert

	Type	2 hours lectures, 1 hours recitations (2+1)

	Meetings	Lectures:
		Friday, 10 - 12, He 18 E 60
		Recitations:
		Friday, 12 - 13, He 18 E 60

	Contents	Introduction to R (pdf; written in German) intro.r (2009-04-24) obscure.dat sheet01.r exercises_exam_2007.dat

	Infos	If not done already, please get an SLC-Account. Only students with valid SLC-Account can pass the exercises.

	Exercise Sheets

	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