Synthetic CDO pricing using the Student t factor model with random recovery

Yuri Goegebeur, Tom Hoedemakers, Jurgen Tistaert

Research output: Contribution to conference without publisher/journal › Paper › Research

Original language	English
Publication date	2007
Number of pages	7
Publication status	Published - 2007
Event	Third Brazilian Conference on Statistical Modelling in Insurance and Finance - Maresias, Brazil Duration: 25. Mar 2007 → 30. Mar 2007

Conference	Third Brazilian Conference on Statistical Modelling in Insurance and Finance
Country/Territory	Brazil
City	Maresias
Period	25/03/2007 → 30/03/2007

Cite this

@conference{32ef0510e52811dca57f000ea68e967b,

title = "Synthetic CDO pricing using the Student t factor model with random recovery",

author = "Yuri Goegebeur and Tom Hoedemakers and Jurgen Tistaert",

year = "2007",

language = "English",

note = "Third Brazilian Conference on Statistical Modelling in Insurance and Finance ; Conference date: 25-03-2007 Through 30-03-2007",

}