LECTURE SLIDES

Modelling Multivariate Interest Rates using Time-varying Copulas and Reducible Non-linear Stochastic Differential Equations
Kaddour Hadri
Queen's, Belfast Management School

This web presentation contains the slides of a lecture given at the Fields Institute on April 23, 2010 as part of the Workshop on Financial Econometrics.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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