The static hedging of CDO tranche correlation risk (Q3636731): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Dynamic hedging of synthetic CDO tranches with spread risk and default contagion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Hedging default risks of CDOs in Markovian contagion models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2757049 / rank | |||
Normal rank | |||
Latest revision as of 17:54, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The static hedging of CDO tranche correlation risk |
scientific article |
Statements
The static hedging of CDO tranche correlation risk (English)
0 references
29 June 2009
0 references
CDOs
0 references
hedging
0 references
correlation risk
0 references
