Constant proportion debt obligations (CPDOs): modeling and risk analysis (Q2873543)
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scientific article; zbMATH DE number 6250085
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constant proportion debt obligations (CPDOs): modeling and risk analysis |
scientific article; zbMATH DE number 6250085 |
Statements
Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (English)
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24 January 2014
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credit risk
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credit derivatives
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affine term structure models
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0.7900616526603699
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0.7395894527435303
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0.7348616719245911
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0.7319680452346802
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