{"id":57492,"date":"2018-03-09T22:45:16","date_gmt":"2018-03-09T22:45:16","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/teoria-de-copulas-y-control-de-riesgo-financiero\/"},"modified":"2018-03-09T22:45:16","modified_gmt":"2018-03-09T22:45:16","slug":"teoria-de-copulas-y-control-de-riesgo-financiero","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/teoria-de-copulas-y-control-de-riesgo-financiero\/","title":{"rendered":"Teor\u00eda de c\u00f3pulas y control de riesgo financiero"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Cintas Del R\u00edo Rosario <\/strong><\/h2>\n<p>La tesis plantea y resuelve el problema de adaptar y crear modelos basados, en funciones c\u00f3pulas, tanto est\u00e1ticos como din\u00e1mico, capaces de capturar rasgos relevantes de series financiares bivariantes, con el fin de ser \u00fatiles en el control y valoraci\u00f3n de riesgos potenciales de mercados financieros. Se aplican estos modelos a analizar el comportamiento de p\u00e9rdidas conjuntas de los \u00edndices financieros dow jones e ibex35, reflejado en las colas inferiores de la distribuci\u00f3n bivariante. Los resultados son relevantes tanto desde el punto de vista te\u00f3rico como pr\u00e1ctico.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Teor\u00eda de c\u00f3pulas y control de riesgo financiero<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Teor\u00eda de c\u00f3pulas y control de riesgo financiero <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Cintas Del R\u00edo Rosario <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 14\/03\/2007<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Vicente Quesada Paloma<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Francisco jose Cano sevilla <\/li>\n<li>Rafael Infante mac\u00edas (vocal)<\/li>\n<li>alfonso Garc\u00eda p\u00e9rez (vocal)<\/li>\n<li>ram\u00f3n Ardanuy albajar (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Cintas Del R\u00edo Rosario La tesis plantea y resuelve el problema de adaptar y crear modelos basados, [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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