A factor contagion model for portfolio credit derivatives with interacting recovery rate - Hull–White model - Document - PDFSEARCH.IO

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	A factor contagion model for portfolio credit derivatives with interacting recovery rate Add to Reading List Document Date: 2010-06-18 08:50:08 Open Document File Size: 435,43 KB Share Result on Facebook City Toronto / / Organization Bachelier Finance Society / World Congress / / Person Hyun Jin / Bivariate Marshall-Olkin / Jarrow / / Position General / Rt / Contagion model / copula model / model / / Product Pentax K-x Digital Camera / / SocialTag Mathematical finance Actuarial science Copula Statistical dependence Derivative Financial Correlations Hull–White model Statistics Mathematical analysis Mathematics

A factor contagion model for portfolio credit derivatives with interacting recovery rateAdd to Reading List