How correlation risk in basket credit derivatives might be priced and managed? (Q5000471)
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scientific article; zbMATH DE number 7371192
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| English | How correlation risk in basket credit derivatives might be priced and managed? |
scientific article; zbMATH DE number 7371192 |
Statements
How correlation risk in basket credit derivatives might be priced and managed? (English)
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13 July 2021
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hedging
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pricing
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Gaussian copula models
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basket credit default swaps
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