Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:52, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing CDO tranches in an intensity based model with the mean reversion approach |
scientific article |
Statements
Pricing CDO tranches in an intensity based model with the mean reversion approach (English)
0 references
27 December 2010
0 references
credit risk
0 references
intensity based model
0 references
mean reversion
0 references
collateralized debt obligations (CDOs)
0 references
cashflow CDO
0 references
synthetic CDO
0 references
