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Tags：copula
| Title | Added by | Added on |
| [Interview] Interview: Donald R. van Deventer Risk Management | abiao | 2012/02/28 |
| [Code » Other] Value at Risk Estimation with Copula | abiao | 2010/04/09 |
| [Code » Matlab] Estimation of Structured t-Copulas | abiao | 2009/04/13 |
| [Code » Matlab] Asymmetric copula analysis | abiao | 2009/03/12 |
| [Code » Other] Grouped T copula simulation and estimation | abiao | 2008/12/08 |
| [Code » R/Splus] Multivariate dependence with copulas | abiao | 2008/11/17 |
| [Code » Matlab] Bayesian Copula Selection | abiao | 2008/10/15 |
| [Code » R/Splus] Visualize Copulas | abiao | 2008/08/20 |
| [Code » Matlab] Copula simulation and estimation | abiao | 2008/08/17 |
| [Code » C++] CDO Pricing in Gaussian Copula | abiao | 2008/07/28 |
| [Code » Matlab] simulating a two-dimensional variance gamma process with Clayton dependence structure | abiao | 2008/07/28 |
| [Code » Matlab] Copula toolbox for Matlab | abiao | 2008/07/25 |
