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Financial Correlations
Results: 66

#	Item
51	Approximation of bivariate copulas by patched bivariate Fr´echet copulas Yanting Zheng1 , Jingping Yang2 , Jianhua Z. Huang3 Abstract Bivariate Fr´echet (BF) copulas characterize dependence as a mixture of three simple Add to Reading List Source URL: www.stat.tamu.edu Language: English - Date: 2010-11-10 13:54:38 Copula Comonotonicity Normal distribution Sheaf Financial Correlations Statistics Statistical dependence Actuarial science
52	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-12-18 07:13:06 Mathematical finance Financial risk Financial Correlations Correlation and dependence Credit default swap Credit risk Futures contract Hedge fund Correlation trading Financial economics Finance Investment
53	PDF Document Add to Reading List Source URL: www.afajof.org Language: English - Date: 2013-04-04 15:21:04 Investment Tranche Implied volatility Volatility Stochastic volatility Collateralized debt obligation VIX Beta Financial Correlations Mathematical finance Financial economics Finance
54	ASCA Correlations for IHaveaPlanIowa’s Features Correlation with ASCA Career Development Standards At a glance, discover how you can help students meet the career development standards of the American School Counselors Add to Reading List Source URL: www.icansucceed.org Language: English - Date: 2010-10-07 18:34:05 Neuropsychology Clinical psychology Financial planner School counselor Planning Mind
55	Implications of changing correlations between WTI and other commodities, asset classes, and implied volatility Add to Reading List Source URL: www.eia.gov Language: English - Date: 2014-03-10 14:59:59 Pricing Commodities market Price of petroleum West Texas Intermediate Benchmark Futures contract Petroleum Financial risk Hedge Economics Soft matter Business
56	Economics Working Paper[removed]: Correlation in Credit Risk Add to Reading List Source URL: www.ots.treas.gov Language: English - Date: 2014-08-03 08:51:07 Finance Credit default swap Merton Model Credit risk Systematic risk Economic model Liquidity risk Financial crisis Financial Correlations Financial risk Economics Financial economics
57	Economics Working Paper[removed]: Correlation in Credit Risk Add to Reading List Source URL: www.occ.treas.gov Language: English - Date: 2014-08-03 08:51:07 Finance Credit default swap Merton Model Credit risk Systematic risk Economic model Liquidity risk Financial crisis Financial Correlations Financial risk Economics Financial economics
58	UNIVERSITY OF CALIFORNIA, SAN DIEGO Applications of Copula Theory in Financial Econometrics A dissertation submitted in partial satisfaction of the requirements for the degree of Add to Reading List Source URL: www.amstat.org Language: English - Date: 2004-09-10 11:43:54 Estimation theory Actuarial science Copula Correlation and dependence Skewness Bootstrapping Estimator Financial Correlations Statistics Statistical inference Statistical dependence
59	DYNAMIC CREDIT CORRELATION MODELING C. ALBANESE, O. CHEN, A. DALESSANDRO, AND A. VIDLER Abstract. As the market for credit baskets and single tranche bespoke CDOs keeps growing very rapidly, we witness a lively debate ab Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Mathematical finance United States housing bubble Markov chain Collateralized debt obligation Lambda calculus Risk-neutral measure Financial Correlations Financial economics Finance Investment
60	DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance Markov models Markov chain Poisson process Risk-neutral measure Stochastic matrix Black–Scholes Probability distribution Financial Correlations Statistics Stochastic processes Markov processes

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