Pages that link to "Item:Q1648673"
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The following pages link to Dependent defaults and losses with factor copula models (Q1648673):
Displaying 10 items.
- The crash-NIG factor model (Q487572) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- Dynamic credit models (Q660051) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- Pricing basket default swaps using quasi-analytic techniques (Q2044822) (← links)
- Linear credit risk models (Q2282965) (← links)
- Max-factor individual risk models with application to credit portfolios (Q2347068) (← links)
- A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107) (← links)