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by JoanneLiew
October 31st, 2011, 1:40 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are copulas and how are they used in quantitative finance?
Replies: 85
Views: 356911

What are copulas and how are they used in quantitative finance?

<r>Hi Ferreira,I am an undergraduate who is working on a project about the application of Copulas in the financial industry. I happen to come across your article, New Tools for spread trading, that is published on Futures. Would it be possible for you to email me your spreadsheet/any further details...