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Moments of the discounted renewal cash flows : a copula approach
Simbarashe K. Dziwa
MCom, University of Johannesburg
2017
Handle:
https://hdl.handle.net/10210/283402
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Abstract
Copulas (Mathematical statistics)
Variables (Mathematics)
Financial risk management
Collateralized debt obligations
M.Com. (Financial Economics) Please refer to full text to view abstract.
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Moments of the discounted renewal cash flows : a copula approach
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Title
Moments of the discounted renewal cash flows : a copula approach
Creators - without role
Simbarashe K. Dziwa
Contributors - without role
F. Adékambi
Awarding Institution
University of Johannesburg; MCom
Theses and Dissertations
MCom, University of Johannesburg
Identifiers
9913423707691
Copyright
University of Johannesburg
Academic Unit
Department of Economic and Econometrics
Resource Type
Thesis
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Moments of the discounted renewal cash flows : a copula approach