copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型
copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型，如clayton等中的参数估计等内容...
copula技术资料
📦 资源总数：5
💻 源代码：28
📚 copula全部资料 (5个)
sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G
sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G...
sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G
sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G...
sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G
sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G...
code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copul
code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copul...