虚弱
发表于 2025-3-23 11:57:50
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词汇记忆方法
发表于 2025-3-23 17:27:00
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轻浮思想
发表于 2025-3-23 18:51:40
Self-supervised Siamese Autoencodersoducts such as “CDOs of CDOs” (also known as “CDO-Squared”) is mainly driven by correlation of correlation effects. First, We extend the first-to-default replication method to baskets of basket products.
Guileless
发表于 2025-3-24 00:14:39
Youssef ElouerkhaouiAuthored by noted expert on credit portfolios and correlation trading and frequent speaker on these topics at all the big quant conferences..Tackles up-to-date credit and default correlation on the ma
整体
发表于 2025-3-24 06:01:35
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Generalize
发表于 2025-3-24 10:08:25
https://doi.org/10.1007/978-3-031-23615-0In this chapter, we present the essential mathematical tools needed in the modelling of portfolio credit derivative products. This includes: doubly-stochastic Poisson processes, also known as Cox processes; point processes and their intensities, on some given filtration; and copula functions.
intangibility
发表于 2025-3-24 13:46:37
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FECT
发表于 2025-3-24 16:33:58
José Miguel Laínez-Aguirre,Luis PuigjanerEnlarging the economic state-variables’ filtration by observing the default process of all available credits has some profound implications on the dynamics of intensities.
anatomical
发表于 2025-3-24 22:29:00
José Miguel Laínez-Aguirre,Luis PuigjanerThis chapter gives a broad overview of default correlation modelling in the context of pricing and risk managing a correlation trading book. We cover both theoretical and practical market aspects, as well as numerical performance issues.
Gyrate
发表于 2025-3-25 02:22:29
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