✦ LIBER ✦
Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model
✍ Scribed by Zhe Chen; Qunfang Bao; Shenghong Li; Jianli Chen
- Book ID
- 119186948
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 270 KB
- Volume
- 219
- Category
- Article
- ISSN
- 0096-3003
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