RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (Q4602495)
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scientific article; zbMATH DE number 6824297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED |
scientific article; zbMATH DE number 6824297 |
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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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