Collateralized Debt Obligations' valuation using the One Factor Gaussian Copula Model
Petra Buzková, Petr Teplý
| Year of publication: |
2012
|
|---|---|
| Authors: | Buzková, Petra ; Teplý, Petr |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 21.2012, 1, p. 30-49
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Verbriefung | Securitization | Finanzanalyse | Financial analysis | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | 2007-2009 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009700586