Rise and fall of synthetic CDO market: lessons learned (Q4602495)
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scientific article; zbMATH DE number 6824297
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| English | Rise and fall of synthetic CDO market: lessons learned |
scientific article; zbMATH DE number 6824297 |
Statements
RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (English)
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11 January 2018
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CDO
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financial crisis
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default correlation
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systematic risk
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Marshall-Olkin copula
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0.7482881546020508
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0.7435760498046875
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0.7395368814468384
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0.7383655905723572
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