Hedging CDOs in the one-factor Gaussian Copula framework
Gunter Meissner; Richard Hector; Thomas Rasmussen
| Year of publication: |
2008
|
|---|---|
| Authors: | Meissner, Gunter ; Hector, Richard ; Rasmussen, Thomas |
| Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 481-499
|
| Subject: | Hedging | Asset-Backed Securities | Asset-backed securities | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process |
| 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://www.econbiz.de/10003918859