Doubly stochastic CDO term structures (Q2904888)
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scientific article; zbMATH DE number 6071124
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Doubly stochastic CDO term structures |
scientific article; zbMATH DE number 6071124 |
Statements
Doubly Stochastic CDO Term Structures (English)
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24 August 2012
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affine term structure
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collateralized debt obligations
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loss process
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single tranche CDO
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term structure of forward spreads
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0.906179428100586
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0.8064367771148682
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0.7698931694030762
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0.7625723481178284
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0.7577834725379944
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