//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Japanese market data"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Basket Default Swaps
1
CML
1
Credit Curve
1
Gaussian copula
1
Importance Sampling
1
Japanese market data
1
Monte Carlo method
1
t-student copula
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Fathi, Abid
1
Nader, Naifar
1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
MPRA Paper
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price Calibration of basket default swap: Evidence from Japanese market
Fathi, Abid
;
Nader, Naifar
-
Volkswirtschaftliche Fakultät, …
-
2007
The aim of this paper is the price calibration of basket default swap from
Japanese
market
data
. The value of this …) for calibrating t-student copula to
Japanese
market
data
. …
Persistent link: https://www.econbiz.de/10005260302
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->