Pages that link to "Item:Q964581"

The following pages link to Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581):

Displaying 7 items.

• The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
• Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
• Large portfolio losses: A dynamic contagion model (Q1009490) (← links)
• Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754) (← links)
• Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• The static hedging of CDO tranche correlation risk (Q3636731) (← links)