Dynamic risk measure
Results: 12
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11![]() | DYNAMIC CREDIT CORRELATION MODELING C. ALBANESE, O. CHEN, A. DALESSANDRO, AND A. VIDLER Abstract. As the market for credit baskets and single tranche bespoke CDOs keeps growing very rapidly, we witness a lively debate abAdd to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:17 |
12![]() | PDF DocumentAdd to Reading ListSource URL: www.princeton.eduLanguage: English - Date: 2008-11-12 13:13:32 |