Multiple risky securities valuation I.
Year of publication: |
2008
|
---|---|
Authors: | Ilya, Gikhman |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Credit derivatives | risky portfolio valuation | copula | perfect copula | CDS | CDO |
-
The Economics of Credit Default Swaps
Jarrow, Robert A., (2011)
-
Choroś, Barbara, (2009)
-
Choroś, Barbara, (2009)
- More ...
-
Multiple risky securities valuation II.
Ilya, Gikhman, (2010)
-
Fixed-income instrument pricing.
ilya, gikhman, (2006)
-
Ilya, Gikhman, (2007)
- More ...