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数学计算 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
matlab例程 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 Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.
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matlab例程 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 Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.
...
其他书籍 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 Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.
...
金融证券系统 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-copula model to calculate fair rate of CDS