CDO tranche sensitivities in the Gaussian copula model (Q2787481)
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scientific article; zbMATH DE number 6549901
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| English | CDO tranche sensitivities in the Gaussian copula model |
scientific article; zbMATH DE number 6549901 |
Statements
4 March 2016
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CDO tranche sensitivities in the Gaussian copula model (English)
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0.8171820044517517
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0.8038401007652283
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0.8002969622612
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0.7942147254943848
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0.792937695980072
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