Pages that link to "Item:Q3643589"
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The following pages link to PRICING AND HEDGING OF CDO-SQUARED TRANCHES BY USING A ONE FACTOR LÉVY MODEL (Q3643589):
Displaying 8 items.
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- VNS approach for solving a financial portfolio design problem (Q2631242) (← links)
- Notes on exact and semi-exact Lévy models for the valuation of CDOs (Q2786348) (← links)
- An explicit option-based strategy that outperforms dollar cost averaging (Q2882689) (← 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)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches (Q5419656) (← links)