//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"basket credit default swaps"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"edging"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
basket credit default swaps
Correlation
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Gaussian copula models
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Multivariate Verteilung
1
Multivariate distribution
1
Stochastic process
1
Stochastischer Prozess
1
edging
1
pricing
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ching, Wai Ki
1
Gu, Jia-wen
1
Siu, Tak Kuen
1
Yu, Feng-Hui
1
Zhu, Dong-Mei
1
Published in...
All
IMA journal of management mathematics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->