| 000 | 00495nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aVoort,Martijn van der | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aGactor copulas: external defaults | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 14 _cIssue. 3 _a94 - 102 |
||
| 366 | _b2007 | ||
| 366 | _bSpring | ||
| 650 | _aDerivatives | ||
| 653 | _aCredit derivatives;Pricing model;Copula approach;Credit risk; | ||
| 942 | _cJA | ||
| 999 |
_c46179 _d46179 |
||