Pricing collateralized debt obligations with Markov-modulated Poisson processes (Q2866389)
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scientific article; zbMATH DE number 6238230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing collateralized debt obligations with Markov-modulated Poisson processes |
scientific article; zbMATH DE number 6238230 |
Statements
Pricing collateralized debt obligations with Markov-modulated Poisson processes (English)
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13 December 2013
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credit risk
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credit derivatives
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Markov processes
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dynamic models
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