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Q3518609 - MaRDI portal

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scientific article
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scientific article

    Statements

    publication date
    8 August 2008
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    zbMATH Keywords
    portfolio
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    credit risk
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    credit derivatives
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    default
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    financial intermediary
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    risk management
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    credit default swap (CDS)
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    collateralized debt obligation (CDO)
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    tranches
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B28
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    00B15
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    zbMATH DE Number
    5309345
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