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Dezhong Wang, Ph.D.

Affiliations: 
2007 Statistics and Applied Probability University of California, Santa Barbara, Santa Barbara, CA, United States 
Area:
Statistics, Mathematics, Finance
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Svetlozar Rachev grad student 2007 UC Santa Barbara
 (Pricing tranches of a CDO and a CDS index.)

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Publications

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Wang D, Rachev ST, Fabozzi FJ. (2009) Pricing of credit default index swap tranches with one-factor heavy-tailed copula models Journal of Empirical Finance. 16: 201-215
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