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Quant版 - Copula software/code
相关主题
[合集] 有精通copula的人指点一下么?Generate correlated unifrom random numbers?
[合集] a question about marginal distribution on copula modeling iquestion about simulation
Clayton CopulaRecipe for Disaster: The Formula That Killed Wall Street
equity risk management.这方面的的面试问题有一些什么?[合集] copula是用在哪方面的?
zt: Modeling without Programming问一个sampling from multivariate distribution 的问题
弱问:Numerical Analysis讲的方法中quant用到了多少?a question on stock price distribution
[合集] David Li,Thomas Ho and Sang-Bin Lee?真不知道现在derivative pricing到底走向何方
请问:关于market risk VaR modelsMatlab中如何用expected shortfall做portfolio optimization?
相关话题的讨论汇总
话题: copula话题: software话题: code
进入Quant版参与讨论
1 (共1页)
n*******r
发帖数: 60
1
Anybody would kindly recommend some existing Copula code or anallyzing
software. Thanks very much! <
q*****r
发帖数: 43
2
http://www.finmath.cn/searchresult.html?cx=013345255028811374730%3Acucewg2jzjw&cof=FORID%3A11&q=copula

【在 n*******r 的大作中提到】
: Anybody would kindly recommend some existing Copula code or anallyzing
: software. Thanks very much! <
1 (共1页)
进入Quant版参与讨论
相关主题
Matlab中如何用expected shortfall做portfolio optimization?zt: Modeling without Programming
请教一个关于copula的问题弱问:Numerical Analysis讲的方法中quant用到了多少?
问个概率问题[合集] David Li,Thomas Ho and Sang-Bin Lee?
bloomger interview 实在忍无可忍向阿三 发飙经过请问:关于market risk VaR models
[合集] 有精通copula的人指点一下么?Generate correlated unifrom random numbers?
[合集] a question about marginal distribution on copula modeling iquestion about simulation
Clayton CopulaRecipe for Disaster: The Formula That Killed Wall Street
equity risk management.这方面的的面试问题有一些什么?[合集] copula是用在哪方面的?
相关话题的讨论汇总
话题: copula话题: software话题: code