I figured it out. Rather simple really. I guess I overestimated people on this forum (heard good things). Don't worry, you'll get there eventually :-)Thanks for trying though!Thomas

<t>Thanks for getting back to me. Yes that's what I thought too. But the problem is I've tried everything. Changing every parameter, playing with the hazard rate etc. I've tried about 4 different copula models to no avail (to rule out that the model is not flawed) The values I have been using are pr...

<r>Hello everyone, I've recently run into an extremely frustrating problem. I was hoping you fine gentlemen/women might be able to help me out.I am trying to graph the changing tranche spread relationship of CDOs which depends on Correlation in the various tranches (Equity to Senior tranches) for a ...