An overview on copula function methods in credit portfolio modelling
David Xianglin Li
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, David |
| Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 39-71
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10003918640