Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. What this paper reveals that really stands out is that the quant community also didn’t, and doesn’t, rate the ...

Get your news from a source that’s not owned and controlled by oligarchs. Sign up for the free Mother Jones Daily. In 2000, while working at JPMorgan Chase, Li published a paper in The Journal of ...

This paper explores the impact of elliptical and Archimedean copula models on the valuation of basket default swaps. We employ Monte Carlo simulation, in connection with the copula models, to estimate ...

Huddleston and Pullum (2005) write “the verb agrees with the subject” (p. 31), and for quantificational nouns “the form of the verb depends on the … NP [noun phrase] that is complement to the ...

To classify a person or describe their characteristics in Irish, you use a grammatical construct called the copula. This type of sentence connects a person or thing with what they are. For example, a ...

We propose a novel approach for the computation of the probability distribution of a counting variable linked to a particular kind of hierarchical multivariate copula function called a clusterized ...

A year ago, it was hardly unthinkable that a math wizard like David X. Li might someday earn a Nobel Prize. After all, financial economists—even Wall Street quants—have received the Nobel in economics ...