Media type: E-Book; Thesis Title: Sampling nested Archimedean copulas with applications to CDO pricing Contributor: Hofert, Marius [Author] Extent: Online-Ressource Language: English Identifier: Keywords: Collateralized debt obligation ; Kreditderivat ; Stichprobe ; Kopula ; :f Online-Publikation ; Kopula <Mathematik> ; (stw)Kreditderivat ; (stw)Stichprobenerhebung ; (stw)Multivariate Verteilung ; (stw)Theorie ; Laplace-Stieltjes transforms ; Online-Publikation ; (Mathematical statistics)Copulas (Mathematical statistics) ; (Statistics)Sampling (Statistics) ; Hochschulschrift Origination: University thesis: Ulm, Univ., Diss., 2010 Footnote: Access State: Open Access