No label defined (Q3569560)
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scientific article; zbMATH DE number 5723836
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|---|---|---|---|
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| English | No label defined |
scientific article; zbMATH DE number 5723836 |
Statements
21 June 2010
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credit risk
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probability of default
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correlation
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correlated defaults
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Merton's model
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credit derivatives
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CDO
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coherent risk measure
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copula
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0.9909535
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0.9018326
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0.88315547
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0.88163537
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