You are viewing a javascript disabled version of the site. Please enable Javascript for this site to function properly.
Go to headerGo to navigationGo to searchGo to contentsGo to footer
In content section. Select this link to jump to navigation

CDO: A modeling prospective

Issue title: The Interplay between Finance and Actuarial Science

Article type: Research Article

Authors: Tapiero, Charles S.; | Totouom-Tangho, Daniel;

Affiliations: Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY, USA | Credit Risk and Derivatives, BNP Paribas, New York, USA

Note: [] Corresponding author: Charles S. Tapiero, Topfer Chair Distinguished Professor of Financial Engineering and Technology Management, Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY, USA. E-mail: ctapiero@poly.edu.

DOI: 10.3233/RDA-2011-0032

Journal: Risk and Decision Analysis, vol. 3, no. 1-2, pp. 75-88, 2012

Published: 2012
Price: EUR 27.50
Show more