An Empirical Analysis of the Gaussian and the Double-t Copula Models for Pricing and Hedging Index CDOs

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Master-Arbeit Univ. St. Gallen, 2006.

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1. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/04607867001/$FILE/04607867001.pdf

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Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/611099587
Date	January 2006
Creators	Kulak, Jan Peter.
Publisher	St. Gallen,
Source Sets	OCLC
Language	English
Detected Language	English
Source	Download (PDF) via World Wide Web für Universität St. Gallen