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Publication:3569560
zbMath1207.91001MaRDI QIDQ3569560
Christoph Wagner, Christian Bluhm, Ludger Overbeck
Publication date: 21 June 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
copulacorrelationcredit riskcredit derivativesCDOcoherent risk measurecorrelated defaultsMerton's modelprobability of default
Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)
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