Name of QuantLet: SFEtCop

Published in: Statistics of Financial Markets

Description: Plots density, distribution, density contour and distribution contour of a t-copula with 2 dimensions, df=3 and parameter=0.2.

Keywords: copula, distribution, t-distribution, plot, graphical representation, pdf, cdf, density, contour, clayton, Frank, gaussian, gumbel

See also: SFEclaytonMC, SFEstaticCop, SFEplotCop, SFEVaRcopulaSIM2ptv, SFEArchCopDensity, BCS_ClaytonMC, SFEfrechet, SFEgaussCop, SFEresDens, SFEtMC, SFScontourgumbel, SFEgaussCop

Author: Ostap Okhrin

Submitted: Mon, November 10 2014 by Felix Jung