Quotation Rudloff, Birgit. 2002. Valuation of Default Correlations and Application to Pricing synthetic CDO's. Diplomarbeit, Martin-Luther-University Halle-Wittenberg.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Diploma thesis
Language German
Title Valuation of Default Correlations and Application to Pricing synthetic CDO's
Academic institution Martin-Luther-University Halle-Wittenberg
Year 2002

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Rudloff, Birgit (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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