Hedging default risks of CDOs in Markovian contagion models (Q2866390)
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scientific article; zbMATH DE number 6238231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging default risks of CDOs in Markovian contagion models |
scientific article; zbMATH DE number 6238231 |
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Hedging default risks of CDOs in Markovian contagion models (English)
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13 December 2013
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actuarial science
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asset management
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defaultable securities
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correlation modelling
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0.9684497
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0.9196353
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0.9090185
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0.90062636
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0.89583063
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0.88932407
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0.88112503
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