Risk Analysis of Collateralized Debt Obligations (Q3013917)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Analysis of Collateralized Debt Obligations |
scientific article |
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Risk Analysis of Collateralized Debt Obligations (English)
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19 July 2011
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correlated default risk
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collateralized debt obligation
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portfolio credit derivative
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actual measure
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point process
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intensity
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resampling
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thinning
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acceptance/rejection sampling
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exact simulation
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