Valuation of forward-starting CDOs (Q3636732)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of forward-starting CDOs |
scientific article |
Statements
Valuation of forward-starting CDOs (English)
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29 June 2009
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credit derivatives
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forward-starting CDOs
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conditional independence
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Gaussian factor copula
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