資源描述：
《Generalized elliptical model》由會員上傳分享，免費在線閱讀，更多相關內(nèi)容在學術論文-天天文庫。
1、GeneralizedEllipticalDistributions:TheoryandApplicationsInauguraldissertationzurErlangungdesDoktorgradesderWirtschafts-undSozialwissenschaftlichenFakult?tderUniversit?tzuK?ln2004vorgelegtvonDipl.-Kfm.GabrielFrahmausNaharia/IsraelReferent:Prof.Dr.F.SchmidKorreferent:Prof.Dr.K.MoslerTagde
2、rPromotion:2.Juli2004TomymotherMaiamunsingurdor:?nlinisteaserii?Samùalùasaùtis?amorùLamargineamarii;ùSa-miùTesomnullinSicodrulaproape,?Pe-ntinseleapeSaamuncersenin.ùNu-mitrebuie?amuri,Nuvoisicriubogat,Ci-mi?mpletitiunpat?Dintinereramuri.Sinime-nurmamea?Nu-miplangalacreùstet,?Doartoamnag
3、lassadeaùFrunzisuluivested.?PecandcuzgomotcadIzvoarele-ntr-una.AlunecelunaPrinvarfurilungidebrad.PatrunzùatalangaùAlseriirecevant,Deasupra-miteiulsfantSa-ùsiscuturecreanga.?M-ortroienicudragAduceriaminte.Luceferi,cerasarùDinumbradecetini,ùFiindu-miprieteni,Osa-mizambeascùaiar.ùVagemedep
4、atemiAlmariiasprucant...ùCieuvoiTpamantùInsinguratate-mi.ùMihaiEminescu(1850-1889)PrefaceIn1999Iwassearchingforanappropriatetopicregardingmydiplomathesis.MysupervisorprofessorFriedrichSchmidmadetheproposaltofocusonTnancialriskmanagementapplyingunivariateextremevaluetheory.Thatwasreallya
5、pleasuresuchthatIhadanitchtoworkfurtheronpossibleapplicationsofextremevaluetheoryinthemultivariatecontext.Morethan2yearsafterthediplomamywishcametrueandIhavegotanappointmentattheCenterofAdvancedEuropeanStudiesandResearchinBonn.IwouldliketothankDr.AngelikaMayverymuchforthepossibilitytoco
6、mbinesuchanexcitingworkwithadoctoralthesis.Ofcourse,thereasonformyfascinationwasnotonlycausedbythesubjectmatterbutalsobythekindsupportofprofessorFriedrichSchmid.Iamverygratefulthathetookonan‘external’Ph.D.studentandIwouldliketothankhimonceagainforsupervisingme.InthesamemannerIwouldliket
7、othankprofessorKarlMoslerforhismanyconstructivesuggestionsandnicetalks.Iamindebtedtothemembersofcaesar’sTnancialengineeringgroup.WiththebrillianthelpofmycolleagueDr.MarkusJunkerIhadthechancetoacquireimportantknowledgeoncomplexdependencestructuresinthetwinklingofaneye.Butparticu
