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Schulmar
Posts: 2
Joined: June 23rd, 2006, 10:54 am

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

June 26th, 2006, 9:30 am

Dear Mr. Melchi,could you send me your spreadsheets??Thanks a lot,Martinmartin.schulz@wiwi.uni-augsburg.de
 
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olbi
Posts: 56
Joined: September 28th, 2005, 1:15 pm

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

June 26th, 2006, 9:54 pm

Hi!Is it still possible to get hold of the spreadsheet? I would greatly appreciate it if you could email it to me.Thanks!oleksandr_bihun at yahoo dot com
 
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melbun
Posts: 2
Joined: February 25th, 2007, 11:02 pm

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

February 27th, 2007, 2:33 am

hi all,Could you introduce any books of applications of copulas?Many thanksMel
 
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melbun
Posts: 2
Joined: February 25th, 2007, 11:02 pm

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

February 27th, 2007, 2:46 am

thanks alot for your recommendation... Oleg, could you recommend any other book of copula applications?
 
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PatrickChen
Posts: 13
Joined: March 2nd, 2004, 8:08 pm

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

March 1st, 2007, 12:37 pm

Dear Mr. Melchi,could you send me your spreadsheets??Thanks a lot,Patrickchunxu.chen@gmail.com
 
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umairtariq
Posts: 1
Joined: August 9th, 2003, 11:06 am

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

June 19th, 2007, 10:57 am

mrmelchican I also get your spreadsheets - deathgnome@yahoo.comThanks
 
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leehe
Posts: 2
Joined: September 12th, 2007, 1:19 pm

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

September 13th, 2007, 1:11 pm

Do any of you currently have spreadsheet implementations of the basic copulas that are so oft discussed. I really need ones which start with the data and go through through step-by-step in a transparent manner to the results. If you have such, would you be so kind as to share them with me? You may just send them to leelyndal@yahoo.com.Thank you!
 
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raulcelada
Posts: 1
Joined: April 17th, 2006, 7:06 pm

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

September 14th, 2007, 5:21 pm

Can i get a copy of the spreadsheet if possible. My email is racear@yahoo.com
 
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mrmelchi
Posts: 26
Joined: July 14th, 2002, 3:00 am

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

September 18th, 2007, 1:35 pm

I sent you the Excel files to racear@yahoo.com, but your e-mail account rejected it.
 
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leehe
Posts: 2
Joined: September 12th, 2007, 1:19 pm

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

September 19th, 2007, 11:39 am

Would you please me the copies? I never received anything.Thank you!Henryleelyndal@yahoo.com
 
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Inder
Posts: 21
Joined: September 21st, 2006, 10:51 pm

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

October 3rd, 2007, 3:54 pm

Mr.Melchi, Could you please mai your spreadsheets to sharmarajs@hotmail.com as well. Thank you
 
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Edelritter
Posts: 3
Joined: August 17th, 2007, 7:15 pm

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

October 3rd, 2007, 7:40 pm

Mr. Melchiori,Could you send a copy of your spreadsheets to jdesormeaux@gmail.com? Thank you in advance for your time.
 
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BDreeling
Posts: 1
Joined: October 5th, 2007, 8:47 am

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

October 22nd, 2007, 8:50 am

Hi MrMelchi,sorry to be a pain, but I would really appreciate it if you could send me a copy of those spreadsheets please?email address is bdreeling@googlemail.comthanks in advance.B
 
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pswent

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

October 25th, 2007, 1:06 pm

Hi Mr Melchi,could you send me a copy of these spreadsheets to info at peterwent dot com? thank you very much.
 
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Ferreira
Posts: 2
Joined: March 6th, 2008, 9:36 am

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

March 6th, 2008, 11:02 am

HI,I am very interested in apllying copulas to statistical arbitrage trading, do you have any ideas on this. I have "developed" a theory on this and did some tests on equity pairs and I am willing to share this with you.ThanksLuan,