JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS (Q5169989): Difference between revisions

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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

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    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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