• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Recent content by harties

  1. H

    Gaussian copula and credit derivatives

    I have the same problem as copulamix, can't seem to find any articles online showing practical examples. can anyone direct me to a piece where it does?
  2. H

    Hi, i've got the same problem as this guy: "Hey everyone, while I read lots of articles about...

    Hi, i've got the same problem as this guy: "Hey everyone, while I read lots of articles about this topic I have never found anything that really shows the mathematics, when calculating default correlation using the copula. Li's paper shows how he got his formula yet I really need to know how...
Top