The Normal Inverse Gaussian distribution for synthetic CDO pricing

Journal of Derivatives

Volumn 14, Issue 3, 2007, Pages 80-93

  Kalemanova, Anna ^a   Schmid, Bernd ^b   Werner, Ralf ^c  

^a Risklab Germany GmbH   (Germany)

^b UBS Investment Bank   (United Kingdom)

^c Hypo Real Estate Holding AG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 42649143155     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2007.681815     Document Type: Article

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