YafeiXu/MMSTAT
Validation of MMSTAT quantlets
Developer Profile
YafeiXu
Discovered public repositories for YafeiXu in the GitHub catalog.
YafeiXu/CAMquantlet
This quantlet pool is used for the Cambridge slides- Hierarchical Archimedean Copulae
YafeiXu/CDO
R Package ‘CDO’: This package is designed to reproduce the iTraxx Europe Index Series 8 tranche spreads.
YafeiXu/cdov
Public repository.
YafeiXu/bscQuantlet
This repository is used to cache quantlets for BSC.
YafeiXu/xyfQuantlet
Quantlets for Master Thesis CDO, HAME Copulas and an R Package `CDO'