Monotonicity of the collateralized debt obligations term structure model (Q2811110)
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scientific article; zbMATH DE number 6591427
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| English | Monotonicity of the collateralized debt obligations term structure model |
scientific article; zbMATH DE number 6591427 |
Statements
Monotonicity of the collateralized debt obligations term structure model (English)
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10 June 2016
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CDO model
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bond market
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HJM condition
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HJMM equation
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monotonicity
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0.8085411190986633
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0.7848354578018188
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0.7625723481178284
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0.7607994675636292
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0.7602018117904663
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