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筛选: 关键词 copula functions 出版者 Worcester Polytechnic Institute

Pricing of Multi-Name Credit Derivatives Using Copulas

关键词:

first-to-default baskets, multi-name credit derivatives, and copula functions

创造者:

Liu, Xinjia

Advisor:

Vermes, Domokos

出版者:

Worcester Polytechnic Institute

创建日期:

2008-01-08

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences