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by garypeng
July 15th, 2006, 3:07 pm
Forum: Technical Forum
Topic: E
Replies: 8
Views: 101616

E

<t>Hi, anupkurupI am currently doing my project about valuation of the default correlation products, particularly n-th to default basket.But i am struggling in pricing the basket with normal or student t copula. I am wondering if you have the matlab code for this part.Thanks in advance!Looking forwa...