Hedging default risks of CDOs in Markovian contagion models (Q2866390): Difference between revisions
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Revision as of 08:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging default risks of CDOs in Markovian contagion models |
scientific article |
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Hedging default risks of CDOs in Markovian contagion models (English)
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13 December 2013
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actuarial science
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asset management
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defaultable securities
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correlation modelling
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