5. Valuing CDOs with the Gaussian Copula—What Went Wrong?

  1. Gunter Meissner

Published Online: 13 DEC 2013

DOI: 10.1002/9781118809204.ch05

Correlation Risk Modeling and Management An Applied Guide Including the Basel III Correlation Framework - with Interactive Correlation Models in Excel®/VBA

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

Publication History

  1. Published Online: 13 DEC 2013
  2. Published Print: 16 JAN 2014

ISBN Information

Print ISBN: 9781118796900

Online ISBN: 9781118809204

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