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Control Number120295
LibraryCentral library
SignatureER 000804
TitleCollateralized debt obligations [Edocument] : a moment matching pricing technique based on Copula Ffnctions
Main authorMarcantoni, Enrico
PublisherBerlin [etc.] : Springer, 2014
Description 102 pagina's : illustraties
SeriesBestMasters
ISBN9783658048464
NotesMet 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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