From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q343127 |
Changed an Item |
||
| Property / author | |||
| Property / author: Luca Vincenzo Ballestra / rank | |||
Normal rank | |||
Revision as of 07:26, 13 February 2024
scientific article; zbMATH DE number 6976821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From insurance risk to credit portfolio management: a new approach to pricing CDOs |
scientific article; zbMATH DE number 6976821 |
Statements
From insurance risk to credit portfolio management: a new approach to pricing CDOs (English)
0 references
13 November 2018
0 references
collateralized debt obligation
0 references
CDO
0 references
incomplete market
0 references
sharpe ratio
0 references
bid-ask spread
0 references
finite difference
0 references
