RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (Q4602495): Difference between revisions

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Revision as of 16:32, 5 March 2024

scientific article; zbMATH DE number 6824297
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English
RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED
scientific article; zbMATH DE number 6824297

    Statements

    RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (English)
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    11 January 2018
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    CDO
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    financial crisis
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    default correlation
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    systematic risk
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    Marshall-Olkin copula
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