Sampling Nested Archimedean Copulas with Applications to CDO Pricing
dc.contributor.author
Hofert, Jan Marius
dc.date.accessioned
2017-06-09T08:43:32Z
dc.date.available
2017-06-09T08:43:32Z
dc.date.issued
2010
dc.identifier.isbn
978-3-8381-1656-3
dc.identifier.other
10.18725/OPARU-1787
dc.identifier.uri
http://hdl.handle.net/20.500.11850/28238
dc.language.iso
en
dc.publisher
Südwestdeutscher Verlag für Hochschulschriften AG & Co. KG
dc.title
Sampling Nested Archimedean Copulas with Applications to CDO Pricing
dc.type
Doctoral Thesis
ethz.size
200 p.
ethz.notes
Ulm, Univ., Diss., 2010.
ethz.publication.place
Saarbrücken
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.identifier.url
http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-72428
ethz.date.deposited
2017-06-09T08:43:59Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d863e2d976033
ethz.ecitpid
pub:47292
ethz.eth
no
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T07:58:47Z
ethz.rosetta.lastUpdated
2022-03-28T09:17:39Z
ethz.rosetta.versionExported
true
ethz.COinS
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Publication type
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Doctoral Thesis [28830]