Modeling the evolution of implied CDO correlations
Open access
Datum
2010-09Typ
- Journal Article
ETH Bibliographie
yes
Altmetrics
Persistenter Link
https://doi.org/10.3929/ethz-b-000028233Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Financial markets and portfolio managementBand
Seiten / Artikelnummer
Verlag
SpringerThema
CDO; Implied correlation; Gaussian copula modelOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Anmerkungen
Published online 30 June 2010. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherETH Bibliographie
yes
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