| 000 | 00536nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aKalemanova, Anna Et al. | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aNormal inverse gaussian distribution for synthetic CDO pricing | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 14 _cIssue. 3 _a80 - 93 |
||
| 366 | _b2007 | ||
| 366 | _bSpring | ||
| 650 | _aDerivaties | ||
| 653 | _aLarge Homogeneous Portfolio;LHP;Normal Inverse Gaussian;NIG;Copula model; | ||
| 942 | _cJA | ||
| 999 |
_c46177 _d46177 |
||