Efficient hybrid methods for portfolio credit derivatives (Q3437389): Difference between revisions
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Latest revision as of 23:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient hybrid methods for portfolio credit derivatives |
scientific article |
Statements
Efficient hybrid methods for portfolio credit derivatives (English)
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9 May 2007
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heterogeneous portfolios
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normal approximations
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hybrid algorithms
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basket credit default swaps
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CDO squared distributions
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