Quantitative Finance
Gaussian Copula Pricer
Bivariate Probability & Dependency Modelling
Model the dependence structure between correlated variables using the Gaussian Copula framework. Calculate joint default probabilities, visualise bivariate probability density functions, and analyse complex credit relationships for structured finance and quantitative risk management.
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Dependency Modelling
Capture complex relationships between correlated risk factors using the Gaussian Copula framework.
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Bivariate Distribution
Explore interactive three-dimensional probability density surfaces and correlation structures.
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Joint Default Risk
Estimate joint default probabilities and support structured credit analysis, portfolio risk assessment and stress testing.