Can anyone give a bit more info is possible?

<t>Can anyone give me a feel of the questions that major Investment Banks ask their Associates(PhD degrees).I have some interviews aligned up and am getting nervous,i really need help.If someone could say the actual questions they were asked when they were interviewed it might be useful as i would i...

<t>Can anyone give me a feel of the questions that major Investment Banks ask their Associates(PhD degrees).I have some interviews aligned up and am getting nervous,i really need help.If someone could say the actual questions they were asked when they were interviewed it might be useful as i would i...

Hello Monarc,I am preparing for some fixed income interviews too with major firms,would you want a discussion going between the two of us so that we could prepare better?

Does anyone know how to generate correlated uniform random numbers in MATLAB.What would be the functional form of such a copula...

Hello Stefanone,Could i get MATLAB codes using copulas that you can offer for credit risk analysis mostly CDO's or anything relevant you might have.I solicit your help.

<t>I have seen copulas implemened in bivariate framework in the case of Archimedian but is available in multidimensions for normal and student-t.Is anyone aware of a multi-asset copula generator.The problem is to estimate the functional form i guess of the density in terms of correlations.MATLAB has...

Hey Eymen,Do you have the code to do this and would you mind sharing?I need it ASAP to estimate my parameters.Help would be greatly appreciated

are there any popular coputer codes in matlab or something like that that can accomplish this.Hlp would be apprecaited as i have to deal with this immediately...

Hello All,Is anyone aware of matlab codes that can condition a correlation matrix that is not positive semi definite as required by cholesky decomposition into a approximate matrix that could be used so that i can use to generate multi-varaiate numbers out of that.Help is required..

does anyone have sql-perl code to get data on default probabilities(EDF'S) from moody's database?

does anyone have a perl script to get EDF'S(default probailities) from KMV database by date?it might be a combo of dbi with my sql that will do it but anyways is someone already has it ?i would really appreciate if you could post it

<t>when we tie marginal distributions for a copula the rank correlation like kendall tau is used as a proxy and modifies suitably depending on the choice of copula.The thing that puzzles me is that the rank correlation is a single number at every point of time and comes from the residuals(feel free ...

The default correlation more appropriate is the rank correlation like the kendall,for the common distribution it is a formula so you can put it in a very easy in the software of your choice

Hello People,My question is how do i obtain MLE estimates for a stochastic process where the pdf cannot be written in a functional form(not obvious how to write)