Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 2.

March 2007

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

25 September 2007

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

This list was generated on Sat Nov 23 03:36:59 2019 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.