vix.ing · top · new · best · stats · spec

Taylor Spears

  1. ‘The formula that killed Wall Street’: The Gaussian copula and modelling practices in investment banking
    2014/02/06 by Donald Mackenzie, Donald MacKenzie, Taylor Spears · 6 citations
    Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Credit Risk and Financial Regulations #Economic, financial, and policy analysis