Parameterizing correlations: a geometric interpretation (Q5427788)
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scientific article; zbMATH DE number 5214633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameterizing correlations: a geometric interpretation |
scientific article; zbMATH DE number 5214633 |
Statements
Parameterizing correlations: a geometric interpretation (English)
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27 November 2007
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correlation matrix
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risk management
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rank reduction
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Libor market model
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