| 000 | 00549nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aHull, C.John and White,D.Alan | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aValuing credit derivatives using an implied copula approach | ||
| 246 | _f2006 | ||
| 260 | _c2006 | ||
| 300 |
_bV. 14 _cIssue. 2 _a8 - 28 |
||
| 366 | _b2006 | ||
| 366 | _bWinter | ||
| 650 | _aDerivatives | ||
| 653 | _aCredit;Copula approach;Credit default oblicatgations;CDOs;Credit default swaps;CDS; | ||
| 942 | _cJA | ||
| 999 |
_c46161 _d46161 |
||