Valuing credit derivatives using an implied copula approach
Hull, C.John and White,D.Alan
Valuing credit derivatives using an implied copula approach 2006 - 2006 - 8 - 28 V. 14 Issue. 2
Derivatives
Credit;Copula approach;Credit default oblicatgations;CDOs;Credit default swaps;CDS;
Valuing credit derivatives using an implied copula approach 2006 - 2006 - 8 - 28 V. 14 Issue. 2
Derivatives
Credit;Copula approach;Credit default oblicatgations;CDOs;Credit default swaps;CDS;