Copula based simulation procedures for pricing collateralised debt obligations
Fathi Abid; Nader Naifar
| Year of publication: |
2010
|
|---|---|
| Authors: | Abid, Fathi ; Naifar, Nader |
| Published in: |
International journal of applied management science. - Olney, Bucks. : Inderscience, ISSN 1755-8913, ZDB-ID 2481912-8. - Vol. 2.2010, 3, p. 239-261
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Preismanagement | Pricing strategy | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Multivariate Verteilung | Multivariate distribution |
| 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/10008646952