包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.

code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS

实现二维copula函数的应用 生成边缘分布 计算copula函数参数 求出联合分布密度和分布函数 计算过程中的绘图-To achieve the application of two-dimensional copula function. Generate marginal distribution. Copula function parameter calculation. Obtain the joint distribution densit

This program is a complete Patton-copula in MATLAB. It can be use to find correlation in multiple events