Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging of synthetic CDO tranches with spread risk and default contagion |
scientific article |
Statements
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (English)
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22 April 2010
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dynamic hedging
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portfolio credit risk
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credit derivatives
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incomplete markets
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default contagion
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