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MARCANTONI, ENRICO []
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Control Number
120295
Library
Central library
Signature
ER 000804
Title
Collateralized debt obligations [Edocument] : a moment matching pricing technique based on Copula Ffnctions
Main author
Marcantoni, Enrico
Publisher
Berlin [etc.] :
Springer
, 2014
Description
102 pagina's : illustraties
Series
BestMasters
ISBN
9783658048464
Notes
Met bibliogr.. - Met bijl.
Subjects (Dut.)
WAARSCHIJNLIJKHEIDSTHEORIE
;
KANSREKENING
;
OBLIGATIE
;
ONDERPAND
;
HYPOTHEEK
;
TRANCHES
;
PRIJSTECHNIEKEN
;
CLAYTON COPULA FUNCTIE
;
VERDELINGSFUNCTIE
Subjects (Eng.)
PROBABILITY THEORY
;
BOND
;
COLLATERAL
;
MORTGAGE
;
DISTRIBUTION FUNCTION
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