✦ LIBER ✦
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
✍ Scribed by Dezhong Wang; Svetlozar T. Rachev; Frank J. Fabozzi
- Book ID
- 116641676
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 506 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0927-5398
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