Pages that link to "Item:Q3580037"
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The following pages link to Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration (Q3580037):
Displaying 5 items.
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← 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)
- A set-valued Markov chain approach to credit default (Q4991050) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)
