3 research outputs found
Copula Based Martingale Processes and Financial Prices Dynamics
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study
No full textCopula Dynamics in CDOs
- Author
- A Kalemanova
- A Marshall
- B Choro�schoro�s-Tomczyk
- Barbara Choroo-Tomczyka
- C Bluhm
- C Bluhm
- C Zhou
- D Duffie
- D Filipovic
- D O&apos
- D X Li
- D X Li
- E Giacomini
- I Fender
- J Amato
- J Hull
- J Sidenius
- L Andersen
- L Mcginty
- L Overbeck
- Ludger Overbeck
- N Bennani
- O Okhrin
- O Vasicek
- P Jorion
- P Sch�nbucher
- P Sch�nbucher
- R Engle
- R Nelsen
- S Willemann
- Wolfgang K. HHrdle
- X Burtshell
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
No full textCDO and HAC
- Author
- A Ang
- A Friend
- A Kalemanova
- A Marshall
- A Mcneil
- A Mcneil
- A Mortensen
- A Nikoloulopoulos
- A Sklar
- Barbara Choroo-Tomczyka
- C Bluhm
- C Bluhm
- C Finger
- C Kl�ppelberg
- D Duffie
- D Duffie
- D Duffie
- D Hamilton
- D Lando
- D O&apos
- D R�sch
- D X Li
- D X Li
- E Altman
- F Longstaff
- G Gupton
- Guenther Filler
- H Joe
- J Amato
- J Gregory
- J Gregory
- J Hull
- J Hull
- J Hull
- J Hull
- J Hull
- J Pan
- L Andersen
- L Mcginty
- M Davis
- M Hofert
- N Whelan
- O Okhrin
- O Okhrin
- O Scaillet
- Ostap Okhrin
- P Sch�nbucher
- R Frey
- R Jarrow
- R Jarrow
- R Merton
- R Nelsen
- R Schmidt
- S Das
- S Das
- S Das
- S Daul
- S H�cht
- S Willemann
- W Press
- Wolfgang K. HHrdle
- X Burtshell
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
No full text
