Li's copula model for cds and cdo default intensities and loss function in matlab

The following Matlab project contains the source code and Matlab examples used for li's copula model for cds and cdo default intensities and loss function . The file Assignment.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
49843_20140404_025322_ASSIGNMENT_2014.PDF 18755
Altadis.fig 2433
Assignment word.docx 116949
Assignment.m 10508
Assignment.pdf 558489
Attempttothedifference.m 1175
costHRAltadis.m 390
costHREndesa.m 355
costHRIberdrola.m 377
cumdefprob.m 1273
defintAltadis.m 3409
defintEndesa.m 3364
defintIberdrola.m 3450
Endesa.fig 2558
Iberdrola.fig 2437
Inputdata.XLSX 13563
LiGaussian.m 1650
LiGSeller.m 1676
LiStudent.m 1878
license.txt 1318

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