DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC CDO TERM STRUCTURE MODELING |
scientific article |
Statements
DYNAMIC CDO TERM STRUCTURE MODELING (English)
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2 February 2011
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affine term structure
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collateralized debt obligations
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loss process
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single tranche CDO
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term structure of forward spreads
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