Model Risk in Copula Based Default Pricing Models
Year of publication: |
2002-11-01
|
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Authors: | Gennheimer, Heinrich |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Derivate | Kopula <Mathematik> | Copulas | Gauß-Algorithmus |
Extent: | 1024000 bytes 45 p. application/pdf |
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Series: | Working Paper ; No. 19 (2002) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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