CDOの正規コピュラ...

CDOの正規コピュラ・モデルの解析 : 金融危機(2008)の視点から

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CDOの正規コピュラ・モデルの解析 : 金融危機(2008)の視点から

Call No. (NDL)
Z3-417
Bibliographic ID of National Diet Library
023685941
Material type
記事
Author
佐藤 猛
Publisher
東京 : 日本大学商学部
Publication date
2012-03
Material Format
Paper
Journal name
商学集志 = Journal of business, Nihon University 81(3・4):2012.3
Publication Page
p.1-12
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Paper

Material Type
記事
Author/Editor
佐藤 猛
Author Heading
Alternative Title
Analysis of Gaussian Copula Model of CDO : From the View of Financial Crisis in 2008
Periodical title
商学集志 = Journal of business, Nihon University
No. or year of volume/issue
81(3・4):2012.3
Volume
81
Issue
3・4
Pages
1-12