Copula functions: A semi-parametric approach to the pricing of basket credit derivatives

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Main Author:	ROUSSEAU MARC, ETIENNE
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	copula functions;credit derivatives; archimedean;monte-carlo
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/13200
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-13200
record_format	dspace
spelling	sg-nus-scholar.10635-132002015-01-08T11:53:52Z Copula functions: A semi-parametric approach to the pricing of basket credit derivatives ROUSSEAU MARC, ETIENNE MATHEMATICS CHEN XIU-FEN, OLIVER copula functions;credit derivatives; archimedean;monte-carlo Master's MASTER OF SCIENCE 2010-04-08T10:30:55Z 2010-04-08T10:30:55Z 2008-04-16 Thesis ROUSSEAU MARC, ETIENNE (2008-04-16). Copula functions: A semi-parametric approach to the pricing of basket credit derivatives. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13200 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	copula functions;credit derivatives; archimedean;monte-carlo
spellingShingle	copula functions;credit derivatives; archimedean;monte-carlo ROUSSEAU MARC, ETIENNE Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS ROUSSEAU MARC, ETIENNE
format	Theses and Dissertations
author	ROUSSEAU MARC, ETIENNE
author_sort	ROUSSEAU MARC, ETIENNE
title	Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
title_short	Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
title_full	Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
title_fullStr	Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
title_full_unstemmed	Copula functions: A semi-parametric approach to the pricing of basket credit derivatives
title_sort	copula functions: a semi-parametric approach to the pricing of basket credit derivatives
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/13200
_version_	1681078817060290560

Copula functions: A semi-parametric approach to the pricing of basket credit derivatives

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