updated Fri. December 30, 2022
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International Banker
September 12, 2016
For them, the dazzling appeal of one model in particular— the Gaussian copula function— was to prove disastrous. It enabled bond investors ...
The Worldfolio
August 8, 2016
... on Risk Modeling and Measurement. Her doctoral thesis entitled "Dependency in Credit Portfolios: Modeling with Copula Functions" was published in 2009.
The National
January 19, 2015
Fast-talking MBAs backed by deep-thinking PhDs. Black Scholes equations, Ito's lemma, Gaussian copula functions and stochastic calculus.
GlobalCapital
March 4, 2014
The copula function therefore links the asset values together to create a joint distribution of correlated uniform random variables u.
Motley Fool Canada
May 28, 2013
It's packed with formulas on complex option pricing, the Gaussian copula function, and a chapter titled, “Assessment of Confidence Limits of ...
Scientific American (blog)
January 30, 2013
The article “Recipe for Disaster: The Formula That Killed Wall Street,” accused the Gaussian Copula Function. It was not the first piece that ...
Wired News
February 24, 2009
For five years, Li's formula, known as a Gaussian copula function, looked like an unambiguously positive breakthrough, a piece of financial ...
Harvard Business Review
March 8, 2017
Even years into the deployment of the internet, many believed that it was still a fad. Of course, the internet has since become a major influenceÃÂ ...
Erie Media
February 15, 2017
Brock University photo – CCOVI oenologist Belinda Kemp started the 2017 Lecture Series with her presentation on her sparkling wine workÃÂ ...
International Banker
September 12, 2016
For them, the dazzling appeal of one model in particular— the Gaussian copula function— was to prove disastrous. It enabled bond investorsÃÂ ...
The Worldfolio
August 8, 2016
... on Risk Modeling and Measurement. Her doctoral thesis entitled "Dependency in Credit Portfolios: Modeling with Copula Functions" was published in 2009.
Scientific American (blog)
January 30, 2013
The article “Recipe for Disaster: The Formula That Killed Wall Street,” accused the Gaussian Copula Function. It was not the first piece thatÃÂ ...
Wired News
February 24, 2009
For five years, Li's formula, known as a Gaussian copula function, looked like an unambiguously positive breakthrough, a piece of financialÃÂ ...
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