A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING (Q3521602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING |
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A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING (English)
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26 August 2008
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dynamic model of CDOs
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dynamic copula
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conditional Markov process
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options on tranches
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option on CDO tranche
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portfolio loss
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SPA model
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leveraged super-senior
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