legerdemain
发表于 2025-3-21 19:59:42
书目名称Collateralized Debt Obligations影响因子(影响力)<br> http://impactfactor.cn/2024/if/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations影响因子(影响力)学科排名<br> http://impactfactor.cn/2024/ifr/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations网络公开度<br> http://impactfactor.cn/2024/at/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations网络公开度学科排名<br> http://impactfactor.cn/2024/atr/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations被引频次<br> http://impactfactor.cn/2024/tc/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations被引频次学科排名<br> http://impactfactor.cn/2024/tcr/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations年度引用<br> http://impactfactor.cn/2024/ii/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations年度引用学科排名<br> http://impactfactor.cn/2024/iir/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations读者反馈<br> http://impactfactor.cn/2024/5y/?ISSN=BK0229505<br><br> <br><br>书目名称Collateralized Debt Obligations读者反馈学科排名<br> http://impactfactor.cn/2024/5yr/?ISSN=BK0229505<br><br> <br><br>
易于交谈
发表于 2025-3-21 22:34:56
Jörg Krause,Christian Langhirt,Martin Döringvatives, such as collateralized debt obligations (CDOs)..The complexity of CDOs, combined with inadequate tools for modeling the risk, solicited the formation of a more robust approach to measure and price them.
Directed
发表于 2025-3-22 01:45:41
https://doi.org/10.1057/9781137088369first section the pricing of the CDX tranches will be obtained by implementing the original model of Castagna .. reported in chapter 5. This is the first time that the method is numerically implemented with real data. The first implementation will be denoted in the following as Gaussian, referring to the dependence chosen.
Accomplish
发表于 2025-3-22 06:01:32
https://doi.org/10.1007/978-3-658-04846-4CDO/CDX; Copula Functions; Derivatives; Pricing Techniques; Risk Management
得体
发表于 2025-3-22 09:15:00
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Perceive
发表于 2025-3-22 15:19:10
Introduction,vatives, such as collateralized debt obligations (CDOs)..The complexity of CDOs, combined with inadequate tools for modeling the risk, solicited the formation of a more robust approach to measure and price them.
Perceive
发表于 2025-3-22 18:04:18
Implementation,first section the pricing of the CDX tranches will be obtained by implementing the original model of Castagna .. reported in chapter 5. This is the first time that the method is numerically implemented with real data. The first implementation will be denoted in the following as Gaussian, referring to the dependence chosen.
笨拙的我
发表于 2025-3-22 21:13:33
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Ingenuity
发表于 2025-3-23 04:38:56
Personalization and Social Features,rs..A general distribution function, in our example a distribution function of a portfolio of several obligors, contains information about both marginal obligor distribution and their correlation structure. However these two parts are implicit in it. A copula function is a tool, allowing a way of is
FLIRT
发表于 2025-3-23 06:51:32
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