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smallnamespace
on Oct 6, 2021
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How to replace estimations and guesses with a Mont...
Now you need to guess the variance and correlation between events, and if you get it badly wrong it ends up like CDOs in ‘08
shapefrog
on Oct 6, 2021
[–]
Let the observed data do the work and remove the guessing by use pairs / trebbles etc. of past events in your simulation.
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