Valuation of forward-starting CDOs (Q3636732)
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scientific article; zbMATH DE number 5571407
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Valuation of forward-starting CDOs |
scientific article; zbMATH DE number 5571407 |
Statements
Valuation of forward-starting CDOs (English)
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29 June 2009
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credit derivatives
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forward-starting CDOs
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conditional independence
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Gaussian factor copula
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0.7712559700012207
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0.7465627789497375
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0.7457785606384277
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0.7341878414154053
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