Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
Browsing by Author 
  • edoc-Server Home
  • Browsing by Author
  • edoc-Server Home
  • Browsing by Author
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubject
PublishLoginRegisterHelp
All of edoc-ServerCommunity & CollectionTitleAuthorSubject
PublishLoginRegisterHelp
Browsing by Author 
  • edoc-Server Home
  • Browsing by Author
  • edoc-Server Home
  • Browsing by Author

Browsing by Author "Choroś, Barbara"

  • 0-9
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

Sort by:

Order:

Results:

Now showing items 1-2 of 2

  • title
  • issue date
  • submit date
  • ascending
  • descending
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
    • 2009-07-30Buch
      CDO and HAC 
      Choroś, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
      Modelling portfolio credit risk is one of the crucial challenges faced by financial services industry in the last few years. We propose the valuation model of collateralized debt obligations (CDO) based on copula functions ...
    • 2009-03-06Buch
      CDO Pricing with Copulae 
      Choroś, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
      Modeling the portfolio credit risk is one of the crucial issues of the last years in the financial problems. We propose the valuation model of Collateralized Debt Obligations based on a one- and two-parameter copula and ...
      DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
      Imprint Policy Contact Data Privacy Statement
      A service of University Library and Computer and Media Service
      © Humboldt-Universität zu Berlin