Pricing credit derivatives with a copula-based actuarial model for credit risk

Pricing credit derivatives with a copula-based actuarial model for credit risk

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Bibliographische Detailangaben
Veröffentlicht in:The credit derivatives handbook
1. Verfasser: Masala, Giovanni (VerfasserIn)
Weitere Verfasser: Menzietti, Massimiliano (VerfasserIn), Micocci, Marco (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2008
Schlagworte:
Derivat > Kreditrisiko > Kreditsicherung > Multivariate Verteilung > Theorie > Aufsatz im Buch
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