Analysis of correlation in Copula's model of pricing CDOs.

Analysis of correlation in Copula's model of pricing CDOs.

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Bibliographic Details
Main Author: Qian, Jinjin.
Corporate Authors: Lafayette College (Easton, Pa.). Department of Economics and Business., Lafayette College (Easton, Pa.). Department of Mathematics.
Format: Thesis Book
Published:2008.
Subjects:
Lafayette College (Easton, Pa.). > Department of Economics and Business. > Honors thesis. > 2008.
Lafayette College (Easton, Pa.). > Department of Mathematics. > Honors thesis. > 2008.

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Call Number: O 2008 Q1
O 2008 Q1 Available

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