Hull, C.John and White,D.Alan <br/><br/>
Valuing credit derivatives using an implied copula approach 
 2006 

 -  2006 
 - 8 - 28  V.  14  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Credit;Copula approach;Credit default oblicatgations;CDOs;Credit default swaps;CDS;