HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691)
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scientific article; zbMATH DE number 7045982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH |
scientific article; zbMATH DE number 7045982 |
Statements
HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (English)
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18 April 2019
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CDO tranches
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hedge
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spread risk
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default risk
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combined forecasting
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0.9476847
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0.88967454
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0.87707293
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0.86689997
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0.8634199
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0.8432015
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0.84172726
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0.8410006
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0.83917516
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