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Latest revision as of 11:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
21 June 2010
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credit risk
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probability of default
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correlation
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correlated defaults
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Merton's model
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credit derivatives
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CDO
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coherent risk measure
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copula
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