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~isPartOf:"Discussion paper / Deutsche Bundesbank"
~person:"Tarashev, Nikola A."
~subject:"Korrelation"
~subject:"Portfolio selection"
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Tarashev, Nikola A.
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The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
(
contributor
);
Zhu, Haibin
(
contributor
)
-
2008
order to analyze the pricing of portfolio credit risk as revealed by tranche spreads of a popular credit default
swap
…
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