Q5493414 (Q5493414): Difference between revisions
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Revision as of 18:19, 28 February 2024
scientific article; zbMATH DE number 5066128
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| English | No label defined |
scientific article; zbMATH DE number 5066128 |
Statements
20 October 2006
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credit risk
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portfolio
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hedging
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copula
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Markov chain
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Monte Carlo simulations
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collateralized debt obligations
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default basket
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default probability
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expected loss
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expected shortfall
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