PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES (Q3168859)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES |
scientific article |
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PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES (English)
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27 April 2011
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credit derivatives
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CDOs
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hedging
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Markov chains
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