Design of financial CDO squared transactions using constraint programming (Q2454813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design of financial CDO squared transactions using constraint programming |
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Design of financial CDO squared transactions using constraint programming (English)
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22 October 2007
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Financial mathematics
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Credit derivatives
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Collateralised debt obligation (CDO)
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CDO squared
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Portfolio design (PD)
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Optimal portfolio design (OPD)
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Balanced incomplete block design (BIBD)
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Constraint programming
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Embedding
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