Princeton University Library Catalog

Modeling Risk in Commodity Markets: A Comparison of GARCH and GPD-based Copulas

Author/​Artist:
Stapleton, Kelly R. [Browse]
Format:
Senior thesis
Language:
English
Advisor(s):
Cheridito, Patrick [Browse]
Department:
Princeton University. Department of Operations Research and Financial Engineering [Browse]
Class year:
2009
Description:
58 Pages
Restrictions note:
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.