YafeiXu/MMSTAT
Validation of MMSTAT quantlets
Quantlets for Master Thesis CDO, HAME Copulas and an R Package `CDO'
Public repository record indexed from GitHub. Explore verified star velocity metrics, source code repositories, and curated developer tool directories across the GitHubRepo ecosystem.
Validation of MMSTAT quantlets
This quantlet pool is used for the Cambridge slides- Hierarchical Archimedean Copulae
R Package ‘CDO’: This package is designed to reproduce the iTraxx Europe Index Series 8 tranche spreads.
Public repository.