Q5493414 (Q5493414): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 22:39, 5 March 2024
scientific article; zbMATH DE number 5066128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5066128 |
Statements
20 October 2006
0 references
credit risk
0 references
portfolio
0 references
hedging
0 references
copula
0 references
Markov chain
0 references
Monte Carlo simulations
0 references
collateralized debt obligations
0 references
default basket
0 references
default probability
0 references
expected loss
0 references
expected shortfall
0 references
