Description Details Author(s) References
This package includes 43 models, introduced in the master thesis CDO, HAME Copulas and an R Package 'CDO', for CDS index tranche pricing under the context of iTraxx Europe Index Series 8.
Package: | CDO |
Type: | Package |
Version: | 1.0 |
Date: | 2014-04-07 |
License: | GPL (>= 3) |
All 43 models can be found in the master thesis CDO, HAME Copulas and an R Package 'CDO' by Yafei Xu at Humboldt-Universit?t zu Berlin.
Yafei Xu
Maintainer: Yafei Xu <yafei.xu@hu-berlin.de>
<https://sites.google.com/site/cdowithr/>
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.