Back to Search Start Over

CDO tranche sensitivities in the Gaussian copula model

Authors :
Ambar N. Sengupta
Chao Meng
Source :
Communications on Stochastic Analysis. 5
Publication Year :
2011
Publisher :
Louisiana State University Libraries, 2011.

Subjects

Subjects :
Statistics and Probability
Tranche
Statistical physics
Mathematics

Details

ISSN :
09739599
Volume :
5
Database :
OpenAIRE
Journal :
Communications on Stochastic Analysis
Accession number :
edsair.doi...........9395377bd0b9ad980eb60e9f14e33ed6
Full Text :
https://doi.org/10.31390/cosa.5.2.09
Full Text Access
View/download PDF

Tools

Authors Abstract Subjects Details