HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691)
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scientific article; zbMATH DE number 7045982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH |
scientific article; zbMATH DE number 7045982 |
Statements
HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (English)
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18 April 2019
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CDO tranches
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hedge
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spread risk
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default risk
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combined forecasting
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