找回密码
 To register

QQ登录

只需一步,快速开始

扫一扫,访问微社区

Titlebook: Credit Correlation; Theory and Practice Youssef Elouerkhaoui Book 2017 The Editor(s) (if applicable) and The Author(s), under exclusive lic

[复制链接]
楼主: Kennedy
发表于 2025-3-30 11:18:16 | 显示全部楼层
The Asymptotic Homogeneous Expansionution, and can be used pari-pasu for the purposes of basket default swap valuation. By using this homogeneous portfolio, the numerical burden that comes with the pricing of large baskets is eased, and the valuation algorithm is significantly speeded up.
发表于 2025-3-30 15:17:56 | 显示全部楼层
CDO-Squared: Correlation of Correlationoducts 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.
发表于 2025-3-30 16:42:39 | 显示全部楼层
发表于 2025-3-30 21:43:40 | 显示全部楼层
发表于 2025-3-31 04:00:08 | 显示全部楼层
The Homogeneous Transformation aggregate default distribution, and we require that this quantity remains invariant with respect to the homogeneous approximation. We shall see that this transformation is exact for an FTD swap, and that, for higher-order defaults, the approximation gives very good results.
发表于 2025-3-31 08:46:54 | 显示全部楼层
发表于 2025-3-31 10:39:51 | 显示全部楼层
发表于 2025-3-31 14:17:52 | 显示全部楼层
Martina Padmanabhan,Volker Beckmannm wir lernten, den Aether auszupumpen, zu verdünnen und wieder einströmen zu lassen, an dem Tage würde er für uns greifbar werden wie die übrige Materie, und jeder Gegensatz zwischen ihr und ihm würde verschwinden. Aber es scheint, als ob die Natur uns die Mittel zur Ausführung auf immer versagte, u
 关于派博传思  派博传思旗下网站  友情链接
派博传思介绍 公司地理位置 论文服务流程 影响因子官网 SITEMAP 大讲堂 北京大学 Oxford Uni. Harvard Uni.
发展历史沿革 期刊点评 投稿经验总结 SCIENCEGARD IMPACTFACTOR 派博系数 清华大学 Yale Uni. Stanford Uni.
|Archiver|手机版|小黑屋| 派博传思国际 ( 京公网安备110108008328) GMT+8, 2025-5-5 00:28
Copyright © 2001-2015 派博传思   京公网安备110108008328 版权所有 All rights reserved
快速回复 返回顶部 返回列表