Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (Q2873543)
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scientific article; zbMATH DE number 6250085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis |
scientific article; zbMATH DE number 6250085 |
Statements
Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (English)
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24 January 2014
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credit risk
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credit derivatives
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affine term structure models
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