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code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS...
W abooklikethistogether,manypeoplewhoneverhope to see their namesinprint get involved and provide alot of help. I wouldliketogivecreditwherec...
数据结构源码实现,可以直接编译的代码,很不错的东西-Source data structure to achieve...
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