CDO Pricing : Copula Implied by Risk Neutral Dynamics
Year of publication: |
2016
|
---|---|
Authors: | Hitier, Sebastien |
Other Persons: | Huber, Eric (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Kreditderivat | Credit derivative | Derivat | Derivative | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 16, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.2719645 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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