Recent content by gc6130

Hi Yavuz Check out http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf though there may be newer versions on the R archive. Greg

Many thanks everyone! :-> :tiphat:

:-\" Happy Birthday Billy!

Salih was a gentleman and a scholar, a very giving person. He was a gifted educator and true mentor. It was an honor to have known him. May he rest in peace.

Happy Birthday Maggie! :birthday:

Happy Birthday Bob:tiphat: Hope you had a great bday / Columbus day! Greg

Thanks for the birthday wishes everyone! Thanks for the birthday wishes everyone! Good luck on finals! :tiphat:

Summer 2008 MATH 9841 Book The first book we will use is Gary Koop's Analysis of Financial Data We will cover the entire book in the first 2 sessions of the class. Please use this time to read ahead. Subsequent reading will be posted shortly. <iframe...

Snovum Godum that's all the russian i know. anyway, Happy Birthay Vadim! Hope you get to have some fun! Rgds, Greg :smt082

http://www.nytimes.com/2008/04/08/science/08monty.html great Bayesian statistics problem

Happy Birthday Andy! Best wishes Andy! =D> =D> =D>

I will be using the first 2 books for the fixed income and credit risk management part of 9845; they were ordered as a single ISBN at the bookstore with what should be a discounted price. Prof. Blessing will be using the last 2 books. <!--aoeui--> <iframe...

David Li known for Gaussian Copula Here's a link to an article about David Li and his application of Gaussian copulas to pricing credit derivatives. How a Formula Ignited Market That Burned Some Big Investors - WSJ.com

Happy Birthday Muting! Greg

Happy Birthday Alain! Best wishes, Greg