Trade-Monkey

Trade-Monkey

- Where Pioneers Meet to Explore the Frontiers of Finance and Economics.

. : About me : .

Name::Trade Monkey
From::Middlebury, Connecticut, United States
Email Me!
View my profile

. : Recent Posts : .

Which Way Will the Fed Go?
Updates to Site
Building a Better Wall Street?
Libertarian's Lament
Good morning!Sorry about not posting yesterday but...
Speaking of Bursting Bubbles...
How long will it take before China cracks up?
De Villepin prepares to wrap himself in the flag
One More for the Road...
Stand Your Ground

. : Archives : .

February 2006
March 2006
April 2006
May 2006
June 2006

. : Tools : .

Syndicate:

. : Fin/Econ Links : .

. : Misc Links : .

Atlas Shrugs
Belmont Club
Cato Institute
Foreign Dispatches
Instapundit
Kim Du Toit
MIT OpenCourseware
Oxblog
Protein Wisdom
Samizdata
Templates By Caz
TCS Daily
Truth on the Market
Volokh Conspiracy

**View my Wish List**

. : Credits : .

Template By Caz
Powered by: Blogger

Wednesday, March 15, 2006

Help With Copulas

I was reading a paper by Harry M. Kat & Helder P. Palaro, (I know, I need to get a life.) In it, they talk about replicating Hedge Fund returns using a mathematical tool known as 'copulas.'

Can anybody explain copulas to me - or at least refer me to a source where I could learn more about them. All the information I found is sketchy and sometimes contradictory.

Thanks.

Posted by Trade Monkey :: 9:08 PM :: 0 comments

Perma-Link

---------------oOo---------------