A Copula-Based Model of the Term Structure of CDO Tranches (Q3542247)
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scientific article; zbMATH DE number 5375139
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Copula-Based Model of the Term Structure of CDO Tranches |
scientific article; zbMATH DE number 5375139 |
Statements
A Copula-Based Model of the Term Structure of CDO Tranches (English)
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1 December 2008
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0.8627868890762329
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0.8516525030136108
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0.8038401007652283
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0.8015753030776978
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0.8007633090019226
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