CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS (Q5389105): Difference between revisions
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Revision as of 02:40, 20 April 2024
scientific article; zbMATH DE number 6027859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS |
scientific article; zbMATH DE number 6027859 |
Statements
CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS (English)
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24 April 2012
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collateralized debt obligations
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loss process
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single tranche CDO
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term structure of forward spreads
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Lévy processes
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market models
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Libor rate
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