战役
发表于 2025-3-25 05:48:44
http://reply.papertrans.cn/24/2397/239627/239627_21.png
抚育
发表于 2025-3-25 08:05:49
http://reply.papertrans.cn/24/2397/239627/239627_22.png
agglomerate
发表于 2025-3-25 14:49:15
Advances in Intelligent Data Analysis XXIIIn this chapter, we review some of the most important dynamic credit models in the literature. We give a brief description of each model and discuss the advantages and limitations of each modelling framework. We also comment on the usefulness of each model for a given family of correlation products.
保存
发表于 2025-3-25 19:51:03
Mathematical FundamentalsIn 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.
FAZE
发表于 2025-3-25 20:03:51
http://reply.papertrans.cn/24/2397/239627/239627_25.png
强制性
发表于 2025-3-26 02:29:44
http://reply.papertrans.cn/24/2397/239627/239627_26.png
GROWL
发表于 2025-3-26 07:43:38
Correlation Demystified: A General OverviewThis 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.
我说不重要
发表于 2025-3-26 11:17:42
An Introduction to the Marshall-Olkin CopulaIn this chapter, we present the Marshall-Olkin copula model where the correlation profile is constructed via a set of common shocks, which can trigger joint defaults in the basket.
壮观的游行
发表于 2025-3-26 16:26:15
http://reply.papertrans.cn/24/2397/239627/239627_29.png
heterodox
发表于 2025-3-26 18:17:27
http://reply.papertrans.cn/24/2397/239627/239627_30.png