A new copula approach for pricing an artificial collateralised debt obligation backed by credit derivatives
Aman Agarwal; Jack H. W. Penm; R. Deane Terrell
| Year of publication: |
2010
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|---|---|
| Authors: | Agarwal, Aman ; Penm, Jack H. W. ; Terrell, R. D. |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 24.2010, 2, p. 397-417
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| Subject: | Asset-Backed Securities | Asset-backed securities | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative | Taiwan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008839904