Multi-model tranche pricing of Paris residential rental cash flows: Gaussian / Student-t / Cox copulas, Vasicek short rate, Andersen-Sidenius-Basu waterfall, antithetic + Sobol Monte Carlo. Working paper, dashboard, full reproducibility.
real-estate python latex monte-carlo quantitative-finance copula cdo credit-risk structured-products vasicek tranche-pricing
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Updated
May 24, 2026 - Python