INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994): Difference between revisions

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+Credit risk: Modelling, valuation and hedging
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+VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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+Counterparty Credit Risk, Collateral and Funding
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+Hedging CDO Tranches in a Markovian Environment
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+Financial modeling. A backward stochastic differential equations perspective
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+About the Pricing Equations in Finance
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+What happens after a default: the conditional density approach
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+Progressive enlargement of filtrations with initial times
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