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Study the impact of smile and tail dependence on the prices of European style bivariate equity and interest rate derivatives using Copulas and UVDD model

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Figure

Figure 2.1 Fréchet-Hoeffding lower bound
Table 4.1 One-parameter Archimedean copulas
Figure 4.6 shows 1500 random samples from a Clayton Copula with parameter alpha = 5
Table 5.3 Market and UVDD Model Price/Volatilities with strikes for 1Y-10Y swap rate
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