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The static hedging of CDO tranche correlation risk - MaRDI portal

The static hedging of CDO tranche correlation risk (Q3636731)

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scientific article
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English
The static hedging of CDO tranche correlation risk
scientific article

    Statements

    title
    The static hedging of CDO tranche correlation risk (English)
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    author
    Michael B. Walker
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    publication date
    29 June 2009
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    zbMATH Keywords
    CDOs
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    hedging
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    correlation risk
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    Identifiers

    zbMATH DE Number
    5571406
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    OpenAlex ID
    W2113265803
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