Pages that link to "Item:Q3580215"
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The following pages link to EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL (Q3580215):
Displaying 5 items.
- Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601) (← links)
- Pricing synthetic CDO with MGB2 distribution (Q896409) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)
- Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches (Q5419656) (← links)