Pages that link to "Item:Q1733754"
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The following pages link to Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754):
Displaying 4 items.
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Hedging default risks of CDOs in Markovian contagion models (Q2866390) (← links)
- The static hedging of CDO tranche correlation risk (Q3636731) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)