U*****e
发帖数: 2882 | 1 In 2000, while working at JPMorgan Chase, Li published a paper in The
Journal of Fixed Income titled "On Default Correlation: A Copula Function
Approach."[2] This was the first appearance of the Gaussian copula which
quickly became a tool for financial institutions to correlate associations
between multiple securities.[1] This allowed for CDOs to be accurately
priced for a wide range of investments that were previously too complex to
price, such as mortgages. However in the aftermath of the Glob | h*******l
发帖数: 359 | 2 这要等宋鸿兵写货币战争II: tg反击战
"
elegance,
【在 U*****e 的大作中提到】
: In 2000, while working at JPMorgan Chase, Li published a paper in The
: Journal of Fixed Income titled "On Default Correlation: A Copula Function
: Approach."[2] This was the first appearance of the Gaussian copula which
: quickly became a tool for financial institutions to correlate associations
: between multiple securities.[1] This allowed for CDOs to be accurately
: priced for a wide range of investments that were previously too complex to
: price, such as mortgages. However in the aftermath of the Glob
| i*******e
发帖数: 349 | | l******n
发帖数: 213 | | U*****e
发帖数: 2882 | 5 这也太幽默了。
【在 h*******l 的大作中提到】
: 这要等宋鸿兵写货币战争II: tg反击战
:
: "
: elegance,
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