Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110012472 | ||
| 003 | MAP | ||
| 005 | 20110309130459.0 | ||
| 008 | 110307e20110201esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20110005535$aChoe, G.H. | ||
| 245 | 0 | 0 | $aEfficient algorithms for basket default swap pricing with multivariate Archimedean copulas$cG.H. Choe, H.J. Jang |
| 773 | 0 | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g01/02/2011 Tomo 48 Número 2 - 2011 | |
| 856 | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |