Valuation and risk analysis of synthetic collateralised debt obligations: a copula function approach
David X. Li, Jure Skarabot
| Year of publication: |
2004
|
|---|---|
| Authors: | Li, David ; Skarabot, Jure |
| Published in: |
Credit derivatives : the definitive guide. - London : Risk Books [u.a.], ISBN 1-904339-12-3. - 2004, p. 287-312
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Kreditrisiko | Credit risk | Theorie | Theory | Asset-Backed Securities | Asset-backed securities | Risikomanagement | Risk management | Derivat | Derivative | Risiko | Risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002798980