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CDO 1 Monte Carlo simulations 1 copulas functions 1 credit derivatives 1 default risk 1
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English 1
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Abid, Fathi 1 Naifar, Nader 1
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Journal of Applied Economic Sciences 1
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Did you mean: subject:"copula functions" (27 results)
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THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS
Abid, Fathi; Naifar, Nader - In: Journal of Applied Economic Sciences 3 (2008) 2(4)_Summer2008
The aim of this paper is to use copulas functions to capture the different structures of dependency when we deal with …
Persistent link: https://www.econbiz.de/10005812913
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