A Copula-Based Model of the Term Structure of CDO Tranches (Q3542247)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Copula-Based Model of the Term Structure of CDO Tranches |
scientific article |
Statements
A Copula-Based Model of the Term Structure of CDO Tranches (English)
0 references
1 December 2008
0 references
