Pricing CDOs with state-dependent stochastic recovery rates (Q2873547): Difference between revisions

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Latest revision as of 07:15, 7 July 2024

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Pricing CDOs with state-dependent stochastic recovery rates
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    Pricing CDOs with state-dependent stochastic recovery rates (English)
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    24 January 2014
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    copulas
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    correlation structures
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    credit derivatives
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    credit models
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    insurance mathematics
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