Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches (Q3005365)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches |
scientific article |
Statements
Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches (English)
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7 June 2011
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credit derivatives
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credit models
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correlation modelling
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Levy process
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derivatives hedging
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