Monografie
Generalized hyperbolic distributions : theory and applications to CDO pricing
- Sprache
-
Englisch
- Anmerkungen
-
Freiburg (Breisgau), Univ., Diss., 2011
- Identifier
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1010445391
Thema
Unbeschränkt teilbare Verteilung ; Lévy-Prozess ; Hyperbolische Verteilung ; Stochastische Abhängigkeit ; Kopula ; Collateralized debt ob; Hochschulschrift
Beteiligte Personen und Organisationen
Erschienen
[Online-Ausg.]: 2011
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:53 MEZ
Objekttyp
- Monografie
Entstanden
- [Online-Ausg.]: 2011
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