Pages that link to "Item:Q2271605"
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The following pages link to Analytical methods for hedging systematic credit risk with linear factor portfolios (Q2271605):
Displaying 5 items.
- On measuring nonlinear risk with scarce observations (Q650755) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Credit risk and asymmetric information: a simplified approach (Q1994373) (← links)
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418) (← links)
- Asymptotic formulae for implied volatility in the Heston model (Q2997309) (← links)
