A new copula approach for pricing an artificial collateralised debt obligation backed by credit derivatives

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Bibliographische Detailangaben
Veröffentlicht in:Finance India
1. Verfasser: Agarwal, Aman (VerfasserIn)
Weitere Verfasser: Penm, Jack H. W. (VerfasserIn), Terrell, R. D. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
Asset-Backed Securities > Multivariate Verteilung > Derivat > Taiwan > Aufsatz in Zeitschrift
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