5. Valuing CDOs with the Gaussian Copula—What Went Wrong?
- Gunter Meissner
Published Online: 13 DEC 2013
Copyright © 2014 by John Wiley & Sons Singapore Pte. Ltd.
Correlation Risk Modeling and Management An Applied Guide Including the Basel III Correlation Framework - with Interactive Correlation Models in Excel®/VBA
How to Cite
Meissner, G. (ed) (2014) Valuing CDOs with the Gaussian Copula—What Went Wrong?, in Correlation Risk Modeling and Management An Applied Guide Including the Basel III Correlation Framework - with Interactive Correlation Models in Excel®/VBA, John Wiley & Sons Singapore Pte. Ltd., Solaris South Tower, Singapore. doi: 10.1002/9781118809204.ch05
- Published Online: 13 DEC 2013
- Published Print: 16 JAN 2014
Print ISBN: 9781118796900
Online ISBN: 9781118809204
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