Pages that link to "Item:Q3503044"
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The following pages link to PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044):
Displaying 3 items.
- Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)
