From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223)
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scientific article; zbMATH DE number 6976821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From insurance risk to credit portfolio management: a new approach to pricing CDOs |
scientific article; zbMATH DE number 6976821 |
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From insurance risk to credit portfolio management: a new approach to pricing CDOs (English)
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13 November 2018
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collateralized debt obligation
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CDO
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incomplete market
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sharpe ratio
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bid-ask spread
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finite difference
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