Stochastic and Copula Models for Credit Derivatives by Chao Meng
Buy now!

Book

Stochastic and Copula Models for Credit Derivatives

RESULTS OF CDO TRANCHE SENSITIVITIES IN THE GAUSSIAN COPULA MODEL « 

Score:
 
 
 
 
 
 (3/0)

Reviews:
0 
Times tipped:
0 
Times read:
0 
Author(s):
  
Category:
 
ISBN
9783639212570

 
Mail a friend 
Share on Twitter 



 
Information
 
 
 
Reviews
 
 
 
Wall
 
 
 
Related
 
 
Readers
 
 

Welcome to Boeklezers.nl

Boeklezers.nl is a network for social reading. We help readers discover new books and authors, and bring readers in contact with each other and with writers. Read more ».

Sign Up

Tippers

Readers

 

Nobody

 
domReadyCallbacks.push( function() { new Error('Sorry, you can only do this when you're logged in. If you're not a member yet, please join us.'); });