FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS (Q3564988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS |
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FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS (English)
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27 May 2010
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credit derivatives
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forward-starting basket default swaps
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conditional independence
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hybrid methods
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