Pages that link to "Item:Q3636731"
From MaRDI portal
The following pages link to The static hedging of CDO tranche correlation risk (Q3636731):
Displaying 4 items.
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754) (← links)
- SIMULTANEOUS CALIBRATION TO A RANGE OF PORTFOLIO CREDIT DERIVATIVES WITH A DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL (Q3643588) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)