Dynamic hedging of portfolio credit risk in a Markov copula model (Q2247917)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging of portfolio credit risk in a Markov copula model |
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Dynamic hedging of portfolio credit risk in a Markov copula model (English)
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30 June 2014
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portfolio credit risk
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credit derivatives
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Markov copula model
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common shocks
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dynamic hedging
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