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Publication:3394435
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zbMath1175.91005MaRDI QIDQ3394435

Jochen Backhaus

Publication date: 31 August 2009


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hedgingcredit derivativesportfolio credit riskMarkov chain modelcredit events


Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)


Related Items (1)

Dynamic hedging of synthetic CDO tranches with spread risk and default contagion







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