Credit Risk, CDOs and Copulas

Name: Credit Risk, CDOs and Copulas
Author: Pierre Brugière

Author / Organization: Pierre Brugière

Science & Mathematics Published 2017 Verification Pending

Overview & Synopsis

We study some correlation models to analyze the risk of Collateralized Debt Obligations (CDOs)

Indexed from repository: HAL Open Science (hal.science)

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Document Title	Credit Risk, CDOs and Copulas
Author / Organization	Pierre Brugière
Subject & Discipline	Multidisciplinary Academic Open Research
Categories	Science & Mathematics
Publication Year	2017
License / Rights	Open Access / Creative Commons
Resource Verification	Listed PDF (Verification Pending)
Original Host Website	HAL Open Science (`hal.science`)
File Format	application/pdf (Portable Document Format)
Language	EN
Catalog ID	`DOC-26979`
Original Source Link	Visit Source Page on hal.science »