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zbMath1148.91028MaRDI QIDQ3518609

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Publication date: 8 August 2008

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

zbMATH Keywords

portfolio default credit risk credit derivatives risk management collateralized debt obligation (CDO)financial intermediary credit default swap (CDS)tranches

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15)

Related Items (2)

Nonexistence of Markovian time dynamics for graphical models of correlated default ⋮ Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach

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