Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools (Q2882686)
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scientific article; zbMATH DE number 6031397
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| English | Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools |
scientific article; zbMATH DE number 6031397 |
Statements
7 May 2012
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credit derivatives
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CDOs
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ABS
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top-down
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conditional central limit theorem
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools (English)
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0.7777175903320312
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0.7692813873291016
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0.7503097653388977
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0.7454877495765686
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0.7371034622192383
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