Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2011.08.005
@@ Property / DOI: 10.1016/j.spa.2011.08.005 / rank @@
-Normal rank
@@ Property / author @@
-Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
-Normal rank
@@ Property / author @@
+Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2040826686
@@ Property / OpenAlex ID: W2040826686 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2711
@@ Property / arXiv ID: 1006.2711 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Large portfolio losses
@@ Property / cites work: Large portfolio losses / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Importance Sampling for Portfolio Credit Risk
@@ Property / cites work: Importance Sampling for Portfolio Credit Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
+Normal rank
@@ Property / cites work @@
+Some Applications and Methods of Large Deviations in Finance and Insurance
+Normal rank
@@ Property / cites work @@
+Implied recovery
@@ Property / cites work: Implied recovery / rank @@
+Normal rank
@@ Property / cites work @@
+EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL
+Normal rank
@@ Property / cites work @@
+Q4284032
@@ Property / cites work: Q4284032 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2011.08.005
@@ Property / DOI: 10.1016/J.SPA.2011.08.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:645601