Pages that link to "Item:Q3074988"
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The following pages link to Dynamic Hedging of Portfolio Credit Derivatives (Q3074988):
Displaying 8 items.
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← 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)
- RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (Q4906515) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)
