Synthetic CDO Pricing�Comparisons between Gaussian and T copula
Author(s)
Li, Zhongkai
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
489600 bytes
Creator
Li, Zhongkai
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance