Applications
Short reports that take a model from class to real data.
| Report | Data | Related Material |
|---|---|---|
| How Long Until a Bond Trades Twice? | Corporate bond trades from Enhanced TRACE | Gamma distribution (Class 2), Poisson processes (Class 6) |
Short reports that take a model from class to real data.
| Report | Data | Related Material |
|---|---|---|
| How Long Until a Bond Trades Twice? | Corporate bond trades from Enhanced TRACE | Gamma distribution (Class 2), Poisson processes (Class 6) |