Title of article
Correlation expansions for CDO pricing
Author/Authors
Paul Glasserman، نويسنده , , Sira Suchintabandid، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
24
From page
1375
To page
1398
Keywords
Default risk , CDO’s , Multifactor , Copulas , Factor models
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194035
Link To Document