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TOM McARTHUR. "COPULA." Concise Oxford Companion to the English Language. 1998. Encyclopedia.com. 9 Feb. 2010 <http://www.encyclopedia.com>.
TOM McARTHUR. "COPULA." Concise Oxford Companion to the English Language. 1998. Encyclopedia.com. (February 9, 2010). http://www.encyclopedia.com/doc/1O29-COPULA.html
TOM McARTHUR. "COPULA." Concise Oxford Companion to the English Language. 1998. Retrieved February 09, 2010 from Encyclopedia.com: http://www.encyclopedia.com/doc/1O29-COPULA.html
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Valuing credit derivatives using an implied copula approach.
Magazine article from: Journal of Derivatives Hull, John C. White, Alan D. December 22, 2006 700+ words We present an alternative to the Gaussian copula/base correlation model for valuing CDO tranches. Instead of implying copula correlations from market prices, we imply the copula itself. Our model fits the market quotes for actively... |
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Repairing a Broken Copula.
Newspaper article from: Derivatives Week December 8, 2008 700+ words ...modeling methods, the one-factor Gaussian copula model is breaking down. As the ongoing...modeling methods, the one-factor Gaussian copula model is breaking down. As this Learning...model, which repairs the broken Gaussian copula. The Failure of the Gaussian Copula Until... |
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Factor copulas: external defaults.(Gaussian copula model)
Magazine article from: Journal of Derivatives van der Voort, Martijn March 22, 2007 700+ words ...problem of the standard one factor Gaussian copula model. In this model a default event...practitioners, the one factor Gaussian factor copula has become standard. In order to allow...fix of the standard one factor Gaussian copula model, much like implied volatilities... |
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Quantifi questions agencies' use of Copula models.
Magazine article from: Euroweek December 12, 2008 700+ words ...agencies made inadequate use of Gaussian copula models to assess the risk sensitivity...Credit rating agencies used Gaussian copula models with parameters based both on historical...Douglas told EuroWeek. While the Gaussian copula model is relatively simplistic and has... |
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A copula approach to Value-at-Risk Estimation for fixed-income...
Magazine article from: Journal of Fixed Income Martellini, Lionel Meyfredi, Jean-Christophe June 22, 2007 700+ words ...this article, we suggest the use of a copula approach to the modelling of the non...normal or near-normal distributions. Copula functions, the general theory of which...2004] for an overview of the use of copula functions in finance). Among the successful... |
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A copula method for modeling directional dependence of genes.(Methodology...
Magazine article from: BMC Bioinformatics Kim, Jong-Min Jung, Yoon-Sung Sungur, Engin A. Han, Kap-Hoon Park, Changyi Sohn, Insuk May 1, 2008 700+ words ...implementation details of the R package copula can be easily extended in multivariate modeling in many fields [13]. In finance, copula functions are adopted to handle the interaction...flexible way [14]. In biology, a gaussian copula has been applied in quantitative trait... |
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Semantic transparency as a predictor of copula choice in second-language...
Magazine article from: Linguistics: an interdisciplinary journal of the language sciences Geeslin, Kimberly L. March 1, 2002 700+ words ...second-language acquisition (SLA) of copula choice in Spanish by English speakers...useful in sociolinguistic investigations of copula choice in Spanish are helpful in the analysis...transparency is relevant to the SLA of copula choice but has not involved an in-depth... |
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Copula based prediction models: an application to an aortic regurgitation...
Magazine article from: BMC Medical Research Methodology Kumar, Pranesh Shoukri, Mohamed M. June 16, 2007 700+ words ...An alternative dependence measure is a copula which overcomes the limitations of correlation...extreme endpoints. This paper describes the copula-based prediction modeling which can...risk-prediction. Implementation of copula based prediction approach is illustrated... |
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The one-factor Gaussian copula applied to CDOs: just say no (or, if you see a...
Magazine article from: Journal of Structured Finance Cifuentes, Arturo Katsaros, Georgios September 22, 2007 700+ words The one-factor Gaussian copula method has become the de facto standard...completeness) the key features of the Gaussian copula. Then we explain briefly the correlation...in detail the one-factor Gaussian copula as it is currently employed in the context... |
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ALEMANIA: EL 'CASO KOHL' SALPICA A LA CUPULA DE LA CDU.(TT: Germany: the "Kohl...
Magazine article from: Tribuna de Actualidad January 17, 2000 700+ words La apertura de una investigacin oficial contra el ex canciller Helmut Kohl por financiacin ilegal en la Unin Cristiano Demcrata (CDU) ha causado conmocin en Alemania. El artfice de la reunificacin germana se enfrenta ahora a t 5 delitos relacionados con la gestin de fondos secretos. Kohl, sin |
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COPULA
Book article from: Concise Oxford Companion to the English Language COPULA. A VERB that joins a SUBJECT to its COMPLEMENT . A term in the GRAMMAR of...become , get (wet); go (bad); grow (old); turn (nasty). Be is the copula that most often takes adverbial complements: Maud was in the garden ; Dinner... |
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copula
Book article from: The Concise Oxford Dictionary of English Etymology copula (gram.) part of a proposition connecting subject and predicate, spec. the verb ‘to be’; connection... |
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FOREIGNER TALK
Book article from: Concise Oxford Companion to the English Language ...morphology, more or less fixed word order, simple syntax, a small number of grammatical words, and little or no use of the copula: a complex sentence such as I haven't seen the man you're talking about could be reduced and simplified as I no see man... |
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Leśniewski, Stanisław
Dictionary entry from: Complete Dictionary of Scientific Biography ...The standard system of ontology is based on a singular ontological axiom, in which the functor of singular inclusion, the copula “ is, ” occurs as the only undefined term. Ontology comprises traditional logic and counterparts of the... |
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APPALACHIAN ENGLISH
Book article from: Concise Oxford Companion to the English Language ...English. However, it shares features with other kinds of non-standard English, particularly in the South: absence of the copula ( That alright ); the use of right and plumb as intensifying adverbs ( I hollered right loud , The house burnt plumb down... |
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