Pricing of collateralized debt obligations and credit default swaps using Monte Carlo simulation
| Year of publication: |
2009-12-17
|
|---|---|
| Authors: | Neier, Mark |
| Publisher: |
Kansas State University |
| Subject: | collateralized debt obligations | Monte Carlo simulation | Copulas | Finance | Engineering | Industrial |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009464055