机译:带有多元Fr,chet copula的定价k(th)实现衍生产品和抵押债务义务
Peking Univ, Dept Financial Math, Beijing 100871, Peoples R China;
Peking Univ, Dept Financial Math, Ctr Stat Sci, LMEQF, Beijing 100871, Peoples R China;
Nanjing Normal Univ, Inst Math, Inst Finance & Stat, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China;
Multivariate Frechet copula; kth realization derivative; order statistics; collateralized debt obligation (CDO);
机译:COPULA函数的缺省债务关联和定价
机译:多元FRÉCHETCOPULAS和条件风险值
机译:多元Fréchetcopulas和条件风险值
机译:Alpha稳定Copula的抵押债务义务定价
机译:案例研究:在债务抵押债务危机和投资者信心恢复之后。
机译:危机和信贷衍生品。合成抵押债务凭证(CDIS)的定价和风险及其风险