## Abstract This article empirically faces the lively debate over the choice of an appropriate copula function to be used to price and risk monitor some credit derivatives products. We consider the explicit pricing of collateralized debt obligations and basket default swaps, and empirically examine
โฆ LIBER โฆ
Devaluation, Debt, and Default in Emerging Economies
โ Scribed by Samir Jahjah; Peter Montiel
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 264 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0923-7992
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