A Copula Approach to Modeling Extreme Values of Exchange Rates
In this thesis we consider a general approach to modeling dependence in extreme values of exchange rates by using copulas. As specific examples the following pairs of currencies are analyzed: Swedish krona to U.S. dollar (SEK/USD), Swedish krona to Euro (SEK/EUR), Swedish krona to British pound (SEK/GBP), Swedish krona to Japanese Yen (SEK/JPY), Swedish krona to Danish krone (SEK/DKK) and Swedish
