Basic affine jump diffusion

Results: 1



#Item
1Structured finance / Fixed income securities / United States housing bubble / Mortgage-backed security / Credit default swap / Collateralized debt obligation / Tranche / Credit derivative / Basic affine jump diffusion / Financial economics / Finance / Investment

Computational Techniques for basic Affine Models of Portfolio Credit Risk Andreas Eckner∗

Add to Reading List

Source URL: www.eckner.com

Language: English - Date: 2014-01-18 16:24:58
UPDATE