Open AccessStochastic and copula models for credit derivatives
Author(s) -
Chao Meng
Publication year - 2008
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.1719
Subject(s) - copula (linguistics) , mathematics , gaussian , stochastic process , econometrics , statistical physics , hitting time , stochastic modelling , computer science , statistics , mathematical analysis , physics , quantum mechanics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom