Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing |
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Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (English)
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21 July 2015
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OR banking
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convex optimization
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convex-concave-convex probability
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distribution
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implied copula
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CDO pricing
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