The static hedging of CDO tranche correlation risk (Q3636731)
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scientific article; zbMATH DE number 5571406
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The static hedging of CDO tranche correlation risk |
scientific article; zbMATH DE number 5571406 |
Statements
The static hedging of CDO tranche correlation risk (English)
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29 June 2009
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CDOs
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hedging
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correlation risk
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0.8950113
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0.89151263
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0.8914993
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0.87707293
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0.86588883
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0.8657391
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0.8611995
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0.86089647
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0.8584626
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