Copula dynamics in CDOs (Q5245912)
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scientific article; zbMATH DE number 6426103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula dynamics in CDOs |
scientific article; zbMATH DE number 6426103 |
Statements
Copula dynamics in CDOs (English)
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16 April 2015
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CDO
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multivariate distributions
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copula
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implied correlations
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value-at-risk
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