Stochastic correlation for asset pricing and credit derivative products
  • Metadata
Content: http://hdl.handle.net/10831/61374
Archive: EDIT
Set: Disszertációk (ELTE PHD)
Természettudományi Kar PHD
Matematika Doktori Iskola
Title:
Stochastic correlation for asset pricing and credit derivative products
Creator:
Kumar, Ashish
Contributor:
Márkus, László
Subject:
Természettudományok/Matematika- és számítástudományok
Stochastic Correlation, Tail Dependence, Copulas, Wrong Way Risk and Rough Stochastic Correlation
Matematika D. I./Alkalmazott matematika
Stochastic Correlation, Tail Dependence, Copulas, Wrong Way Risk and Rough Stochastic Correlation
Language:
English
English
Type:
info:eu-repo/semantics/doctoralThesis
Format:
application/pdf
application/pdf
Identifier:
elte:10.15476/ELTE.2020.179
elte:32774598
LOMS: https://edit.elte.hu/xmlui/bitstream/10831/61374/1/Kumar_Ashish_PhD_Thesis.pdf
LOMS: https://edit.elte.hu/xmlui/bitstream/10831/61374/2/PhDThesis_booket.pdf
Creator:
info:eu-repo/semantics/openAccess