Copulas and defaults within a crisis

Mestrado em Matemática Financeira

Bibliographic Details
Main Author: Duarte, Cláudia Catarina Acúrcio (author)
Format: masterThesis
Language:eng
Published: 2010
Subjects:
Crisis
Copula
Default
Dependency
CDS spreads
ARMA-GARCH
Crise
Dependencia
Online Access:http://hdl.handle.net/10400.5/2252
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/2252
Description
Summary:Mestrado em Matemática Financeira

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