Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732)
From MaRDI portal
scientific article; zbMATH DE number 2166445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling credit default swap spreads by means of normal mixtures and copulas |
scientific article; zbMATH DE number 2166445 |
Statements
Modelling credit default swap spreads by means of normal mixtures and copulas (English)
0 references
9 May 2005
0 references
finite mixture distributions
0 references
copula
0 references
credit default swap spread
0 references
non-parametric bootstrap
0 references
