Dynamic conditioning and credit correlation baskets
Year of publication: |
2008
|
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Authors: | Albanese, Claudia ; Vidler, Alicia |
Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 117-160
|
Subject: | Asset-Backed Securities | Asset-backed securities | Modellierung | Scientific modelling | Markov-Kette | Markov chain |
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