JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS (Q5169989): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: MATLAB expm / rank | |||
Normal rank | |||
Revision as of 03:21, 28 February 2024
scientific article; zbMATH DE number 6317936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS |
scientific article; zbMATH DE number 6317936 |
Statements
JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS (English)
0 references
17 July 2014
0 references
CDOs
0 references
correlation modelling
0 references
path-dependent portfolio derivatives
0 references
