Credit correlation life after copulas /
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| Corporate Author: | |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New Jersey :
World Scientific,
c2008.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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Add Tag | Item Description: | Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007). |
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| Physical Description: | vii, 169 p. : ill. |
| Bibliography: | Includes bibliographical references. |
Structured credit products credit derivatives and synthetic securitisation /