A copula-based model of the term structure of CDO tranches
Umberto Cherubini, Sabrina Mulinacci and Silvia Romagnoli
| Year of publication: |
2009
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|---|---|
| Authors: | Cherubini, Umberto ; Mulinacci, Sabrina ; Romagnoli, Silvia |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 69-81
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| Subject: | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative | Zinsstruktur | Yield curve | Finanzanalyse | Financial analysis | Multivariate Verteilung | Multivariate distribution | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003745952