Hochschulschrift

Generalized hyperbolic distributions : theory and applications to CDO pricing

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Language: Englisch

Notes: Freiburg (Breisgau), Univ., Diss., 2011

Classification: Mathematik

Keyword: Unbeschränkt teilbare Verteilung ; Lévy-Prozess ; Hyperbolische Verteilung ; Stochastische Abhängigkeit ; Kopula ; Collateralized debt ob

Creator: Hammerstein, Ernst August v.

URN: urn:nbn:de:bsz:25-opus-79747

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:36 AM CEST

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Hammerstein, Ernst August v.

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Generalized hyperbolic distributions : theory and applications to CDO pricing

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