Pages that link to "Item:Q6167430"
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The following pages link to Copula sensitivity analysis for portfolio credit derivatives (Q6167430):
Displaying 8 items.
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Analytical methods for hedging systematic credit risk with linear factor portfolios (Q2271605) (← links)
- Sensitivity estimates for portfolio credit derivatives using Monte Carlo (Q2271719) (← links)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- An analytical approach for systematic risk sensitivity of structured finance products (Q2447506) (← links)
- Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo (Q2940072) (← links)
- (Q5011443) (← links)