Headergrafik - Weinfest

Guest Lecture, Eike Brechmann, Allianz- Private Krankenversicherung AG, München

2015-02-04 | By: Vanda Klein, Office Manager FACT

Prof. Sandra Paterlini invited Eike Brechmann to a guest lecture

On February 4th, 2015 Prof. Sandra Paterlini invited Eike Brechmann to a guest lecture.

Titel: “Dependence Modelling with Copulas and Applications in Finance”

Presentation of the concept of statistical dependence modelling using copulas, which was recently become very popular in science and industry. After looking at the most important properties of copulas, common model classes and recent developments were discussed. Special focus was given to models for high-dimensional applications as they were common in finance. Examples of such applications in marker, operational and systemic risk assessment were presented.

more news

Contact
Vanda Klein
Office Manager FACT
+49 611 7102 1246
+49 611 7102 10 1246
vanda.klein@ebs.edu
Gustav-Stresemann-Ring 3
65189 Wiesbaden