Valuation of Default Correlations and Application to Pricing synthetic CDO's

Birgit Rudloff

Publication: Thesis › Diploma thesis

Original languageGerman (Austria)
Awarding Institution
  • Martin-Luther Universität Wittenberg-Halle
Publication statusPublished - 2002

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101024 Probability theory
  • 101007 Financial mathematics
  • 502009 Corporate finance

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