Double-t copula pricing structured credit products : practical aspects of a trustworthy implementation
Year of publication: |
2009
|
---|---|
Authors: | Vrins, Frédéric D. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 5.2009/10, 3, p. 91-109
|
Subject: | Derivat | Derivative | Verbriefung | Securitization | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
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