[Turkmath:9901] IEU: Matematik-İstatistik Seminerleri (Moses R. Mhagama)

[burcu silindir]

Sayın liste üyeleri,

İzmir Ekonomi Üniversitesi, Matematik Bölümü tarafından düzenlenen
Matematik-İstatistik seminerleri kapsamında,   İzmir Ekonomi Üniversitesi
Finansal Matematik Yüksek Lisans öğrencilerinden Moses Raphael Mhagama 13
Haziran 2013, saat 15.00' de, M501 nolu sınıfta  “MEASUREMENT OF FINANCIAL
RISKS WITH COPULAS” başlıklı bir seminer verecektir.

Seminerin detayları aşağıda belirtilmiş olup tüm ilgilenenler davetlidir.

İyi çalışmalar.

Burcu Silindir Yantır

İzmir Ekonomi Üniversitesi

Matematik Bölümü

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Dear all,

İzmir University of Economics, Department of Mathematics continues its
Mathematics-Statistics seminars on June 13th, 2014, at 15.00 pm at M501,
with Moses Raphael Mhagama  from İzmir University of Economics.



His talk is entitled as " MEASUREMENT OF FINANCIAL RISKS WITH COPULAS ".

All are most welcome to attend.



Please find the  more detailed announcement below.

Sincerely

Burcu Silindir Yantır
İzmir University of Economics

Department of Mathematics



*Abstract: * The main purpose of the seminar is to give a brief
understanding of copulas with their definitions and important properties
and how they are applied to determine the measures of financial risks in
particular VaR and Expected shortfall or conditional Value-at-Risk. The
families of copulas will be briefly presented and some special copulas i.e
Gaussian copula, Clayton copulas, Gumbel copula and Frank copula, will be
discussed along with their tail dependencies.
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