Statements (21)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:person
|
| gptkbp:birthPlace |
gptkb:China
|
| gptkbp:birthYear |
1963
|
| gptkbp:education |
gptkb:Nankai_University
gptkb:University_of_Waterloo gptkb:Wuhan_University |
| gptkbp:employer |
gptkb:China_International_Capital_Corporation
gptkb:Barclays_Capital gptkb:Citigroup |
| gptkbp:field |
risk management
financial mathematics |
| https://www.w3.org/2000/01/rdf-schema#label |
David X. Li
|
| gptkbp:knownFor |
Gaussian copula model for credit derivatives
|
| gptkbp:nationality |
gptkb:Canadian
gptkb:Chinese |
| gptkbp:notableWork |
On Default Correlation: A Copula Function Approach
|
| gptkbp:occupation |
gptkb:financial_engineer
gptkb:quantitative_analyst actuary |
| gptkbp:bfsParent |
gptkb:Gaussian_copula
|
| gptkbp:bfsLayer |
8
|