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热门资料
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 d...
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 d...
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 d...
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...
📂 copula资料分类