An Improved Implied Copula Model and its Application to the Valuation of Bespoke CDO Tranches
Year of publication: |
2010
|
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Authors: | Hull, John C. ; White, Alan |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative | Derivat | Derivative |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Investment Management, Third Quarter, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2010 erstellt Volltext nicht verfügbar |
Classification: | G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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