Collateralized Debt Obligations: A Moment Matching Pricing Technique based on Copula Functions

Collateralized Debt Obligations: A Moment Matching Pricing Technique based on Copula Functions

by: Marcantoni, Enrico

Publisher: Springer ( 2014-01-22 )

ISBN-13: 9783658048457

e-ISBN-13: 9783658048464

ISBN-10: 365804845X

Edition: 1

Language: English