Empirical copulas for CDO tranche pricing using relative entropy :: M. A. H. Dempster :: Judge Business School 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Empirical copulas for CDO tranche pricing using relative entropy
Author M. A. H. Dempster
Contributors E. A. Medova, S. W. Yang, Judge Business School
Publisher Judge Business School
Publication date 2007
Publication location Cambridge
Language English

Descriptive Notes

Title from p.3 of PDF file (viewed on 26 Mar., 2008).

Topics

Credit :: Mathematical models
Copulas (Mathematical statistics)
Maximum entropy method

Catalogue Data

OBNB ID GBA850186
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.7015195

ISBD

P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Empirical copulas for CDO tranche pricing using relative entropy by M. A. H. Dempster. Published by Judge Business School in 2007. Publication and catalogue information, links to buy online and reader comments.