chapter 4 models the correlation of the liquidity risk and market risk by the copula function. according to the correlation, one asset risk management is investigated.
第4章在上一章的研究基础上,对单资产情况下流动性风险与市场风险相关结构关系进行建模,并根据相关特性研究了单资产的风险管理问题;
modality of judgments contributes nothing to the concept of judgments but only concerns the value of the copula in relation to thought in general.
判断的模态对判断的内容毫无贡献,而是仅仅涉及系词一般来说与思维相关时的值。
thus, for example, it overlooks even the nature of the copula in the judgment, which affirms that; the individual, or subject, is after all not individual, but universal.
例如,知性甚至忽视了判断中的联系词的性质,这联系词表明给提即是主体,有同样不是个体,而是共体。
the most popular model for pricing synthetic collateralized debt obligation (scdo) is one factor gaussian copula model.
目前,市场上对合成型债务抵押债券(scdo)定价的方法中最流行的是单因子高斯模型。
this dissertation improves the one factor gaussian copula model and comes up with a new model called one factor gaussian copula model considering lag factors.
本文改进了单因子高斯模型,添加影响资产池中资产质量的滞后因子,提出了考虑滞后因子的单因子高斯模型。
these are estimated using asymmetric volatility, correlation and copula methods similar to those in other sections of vlab (for econometric details see brownlees and engle 2010).
这些是用非对称的波动性,相互关联和在虚拟实验室其他部分相似的方法估算出来的(计量经济学详细资料见布朗利和恩格尔2010)。
we introduced the theory and application of copula approach and showed the general process on modeling financial risks.
本文比较系统地介绍了系方法的理论和应用,展示了用系方法对金融风险问题进行建模的一般程式;
this paper bases on the knowledge of the copula function to study the reliability of series-parallel systems consisted of dependence parts and the relation of the reliability of system and the copula.
本文应用联系函数讨论了部件相依时混合系统的可靠性及系统的可靠度与联系函数的关系。
pic.2 the male box jellyfish copula sivickisi, top, and female engage in a complex mating ritual unique among cnidarians (jellyfishes, hydroids, anemones, corals and their kin).
一只雄copulasivicksi箱形水母(在上)和雌水母正在进行一次复杂的交配,其形式在刺胞类动物(水母、水螅、海葵、珊瑚等等)中十分特别。
his breakthrough was an article published that year entitled, 「on default correlation: a copula function approach.」
「论违约相关性:一个相关函数办法」。
copula net diagram is an important tool for guiding the cupola operation.
网形图是指导沖天炉熔炼操作的重要工具。
the theory of quantile regression, copula quantile regression, extremal quantiles and applications of quantile regression in many fields are discussed in this paper.
本文主要对分位数回归的理论、copula分位数回归、极端分位数以及分位数回归在各个领域的应用进行了深入研究。
the copula 「is」 springs from the nature of the notion, to be self-identical even in parting with its own.
联系词「是」是从概念的本性里产生的,因为概念具有在其外在化里和自身同一的本性。