Pages that link to "Item:Q2866390"
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The following pages link to Hedging default risks of CDOs in Markovian contagion models (Q2866390):
Displaying 12 items.
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- The static hedging of CDO tranche correlation risk (Q3636731) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)
- On break-even correlation: the way to price structured credit derivatives by replication (Q4683100) (← links)
- A set-valued Markov chain approach to credit default (Q4991050) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)
