CDO Pricing copulae
Year of publication: |
2009
|
---|---|
Authors: | Choros, Barbara ; Härdle, Wolfgang ; Okhrin, Ostap |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Finanzmathematik | Portfoliomanagement | Risikoanalyse | Collateralized debt obligation | Multivariate Analyse |
Extent: | 10 S. |
---|---|
Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2009,013 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Investition, Finanzierung |
Source: |
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