JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS (Q5169989): Difference between revisions
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| Property / describes a project that uses: MATLAB expm / rank | |||
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| Property / cites work: The Scaling and Squaring Method for the Matrix Exponential Revisited / rank | |||
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| Property / cites work: Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later / rank | |||
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Latest revision as of 08:37, 30 July 2024
scientific article; zbMATH DE number 6317936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS |
scientific article; zbMATH DE number 6317936 |
Statements
JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS (English)
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17 July 2014
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CDOs
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correlation modelling
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path-dependent portfolio derivatives
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