Collateralized Debt Obligations' valuation using the One Factor Gaussian Copula Model
Petra Buzková, Petr Teplý
| Year of publication: |
2012
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|---|---|
| Authors: | Buzková, Petra ; Teplý, Petr |
| Published in: |
Prague economic papers : quarterly journal of economic theory and policy. - Prague : Oeconomica Publ, ISSN 1210-0455, ZDB-ID 11124453. - Vol. 21.2012, 1, p. 30-49
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010076186