RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (Q4602495): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Point processes and queues. Martingale dynamics / rank | |||
Normal rank | |||
Revision as of 22:09, 14 July 2024
scientific article; zbMATH DE number 6824297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED |
scientific article; zbMATH DE number 6824297 |
Statements
RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (English)
0 references
11 January 2018
0 references
CDO
0 references
financial crisis
0 references
default correlation
0 references
systematic risk
0 references
Marshall-Olkin copula
0 references
