Analytical methods for hedging systematic credit risk with linear factor portfolios (Q2271605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical methods for hedging systematic credit risk with linear factor portfolios |
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Analytical methods for hedging systematic credit risk with linear factor portfolios (English)
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7 August 2009
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credit risk
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factor models
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hedging
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capital allocation
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