A New Copula Approach for Pricing an Artificial Collateralised Debt Obligation backed by Credit Derivatives.
| Autor: | AGARWAL, AMAN1, PENM, JACK H. W.2, TERRELL, R. DEANE3 |
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| Zdroj: | Finance India. Jun2010, Vol. 24 Issue 2, p397-417. 21p. 5 Charts. |
| Databáze: | Business Source Ultimate |
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