Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging of synthetic CDO tranches with spread risk and default contagion |
scientific article |
Statements
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (English)
0 references
22 April 2010
0 references
dynamic hedging
0 references
portfolio credit risk
0 references
credit derivatives
0 references
incomplete markets
0 references
default contagion
0 references
0 references
0 references
