I have actually used these options:
Epoxy glue: let it dry a little before applying. It is too liquid just after mixed, so let it dry and use it like if it were modeling putty.
Thin cooper wire from a telephone cord. Wounded it around the end of the cable. It would look like a bass guitar string.
Solder wire applied cold, wound a couple of turns and crimp it with pliers.
Thin metal office supplies used for holding pieces of paper together (fasteners and similar) cut into small pieces and crimped with pliers.
Failed attempts were made with masking tape, electrical tape and duct tape. Soldering it was also a fail for me, the molten solder would not adhere to the steel cable, that's why I ended just crimping it.