Pages that link to "Item:Q3606103"
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The following pages link to Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103):
Displayed 4 items.
- Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
- A structural jump-diffusion model for pricing collateralized debt obligations tranches (Q716531) (← links)
- Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976) (← links)
- CDO pricing using single factor \(\mathcal M_{G-\mathcal{NI}G}\) copula model with stochastic correlation and random factor loading (Q2517674) (← links)
