Extreme Events and the Copula Pricing of Commercial...

The Journal of Real Estate Finance and Economics 2009 / 04 Vol. 38; Iss. 3

Extreme Events and the Copula Pricing of Commercial Mortgage-Backed Securities

Zhan Yong Liu, Gang-Zhi Fan, Kian Guan Lim
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
38
Language:
english
Pages:
23
DOI:
10.1007/s11146-008-9156-9
Date:
April, 2009
File:
PDF, 329 KB
english, 2009
Conversion to is in progress
Conversion to is failed