Credit risk dependence modeling with dynamic copula: an application to CDO tranches (Q3572010)
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scientific article; zbMATH DE number 5728740
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| default for all languages | No label defined |
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| English | Credit risk dependence modeling with dynamic copula: an application to CDO tranches |
scientific article; zbMATH DE number 5728740 |
Statements
Credit risk dependence modeling with dynamic copula: An application to CDO tranches (English)
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30 June 2010
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0.8563444018363953
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0.8516525030136108
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0.8103866577148438
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0.8095409870147705
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0.8092479109764099
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