A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.

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often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
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a multivariate distribution with uniform marginal distributions. Copulas are mostly used to represent/model the structure of dependence between random variables, separately from the margin…
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A measure of the degree of linear association between a pair of random variables.
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A measure of the degree of linear association between a pair of random variables.
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Fixed-income instruments whose price depends in large part upon judgments of the creditworthiness of a corporation or government.
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a qualitative evaluation of the credit worthiness of a borrower (consumer, company or government) done by a rating agency, a credit bureau or a bank that consists of an estimate o…
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The risk that a borrower will default on any type of debt by failing to make required payments and that the corresponding lender suffers a loss.
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The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
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Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
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Questions about sources of (financial) data
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In finance, discounted cash flow (DCF) analysis is a method of valuing a project, company, or asset using the concepts of the time value of money. All future cash flows are estimated and discounted by…
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