Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Jump to: 6013 | 6014
Number of items: 2.

6013

Fathi, Abid and Nader, Naifar (2007): Price Calibration of basket default swap: Evidence from Japanese market.

6014

Fathi, Abid and Nader, Naifar (2007): Copula based simulation procedures for pricing basket Credit Derivatives.

This list was generated on Thu Mar 28 13:42:49 2024 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.