An analytical approach for systematic risk sensitivity of structured finance products (Q2447506): Difference between revisions
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| Property / cites work: An Introduction to Credit Risk Modeling / rank | |||
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| Property / cites work: COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION / rank | |||
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| Property / cites work: Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao / rank | |||
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| Property / cites work: Computational techniques for basic affine models of portfolio credit risk / rank | |||
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Latest revision as of 11:27, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytical approach for systematic risk sensitivity of structured finance products |
scientific article |
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An analytical approach for systematic risk sensitivity of structured finance products (English)
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25 April 2014
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credit derivatives
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CDO
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bond
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ratings
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systematic risk
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