implicitly or explicitly? :-)

[putzele]

"the modeling of this dynamics such as, eg, in [Schonbucher(2005), Sidenius et al.(2005)], one takes-implicitly or explicitly-as the starting point the initial term structure of loss distributions."
J. Sidenius On the term structure of loss distributions a forward copula model 2006

Comments

[dailynotes]

lol :)

bwt, I still didn't find time to comprehend copulas. Could you recommend me some good intro for a lazy guy who already forgot all math? ;)

[putzele]

yes I can send you a few introductory pieces finance oriented rather than start with a book-
yes...maths is a volatile knowledge... Я тоже уже ничего не сображаю