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;

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City