Rise and fall of synthetic CDO market : lessons learned
Year of publication: |
December 2017
|
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Authors: | Jabłecki, Juliusz |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 8, p. 1-28
|
Subject: | CDO | financial crisis | default correlation | systematic risk | Marshall-Olkin copula | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative | Korrelation | Correlation | Systemrisiko | Systemic risk | Kreditsicherung | Collateral |
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