Titlebook: Collateralized Debt Obligations; A Moment Matching Pr Enrico Marcantoni Book 2014 Springer Fachmedien Wiesbaden 2014 CDO/CDX.Copula Functio

只看該作者 · 發(fā)表于 2025-3-24 01:49:55

Introduction to SharePoint Technologies,In this chapter will be presented the "Analytical Pricing of CDOs in a Multi-factor Setting by a Moment Matching Approach" by Castagna, Mercurio and Mosconi (2012)..The model will be extended and implemented in the next two chapters.

只看該作者 · 發(fā)表于 2025-3-24 02:50:38

只看該作者 · 發(fā)表于 2025-3-24 09:11:35

只看該作者 · 發(fā)表于 2025-3-24 11:18:06

只看該作者 · 發(fā)表于 2025-3-24 14:53:01

只看該作者 · 發(fā)表于 2025-3-24 22:49:13

只看該作者 · 發(fā)表于 2025-3-25 00:11:03

2625-3577 ions (CDO) tranches. The original method is developed by Castagna, Mercurio and Mosconi in 2012. The Thesis provides an extension of the original work by generalizing the Gaussian dependence in terms of Copula functions. In particular the model is rewritten for the specific case of the Clayton copul

		自動登錄	找回密碼
密碼			To register

關(guān)于派博傳思			派博傳思旗下網(wǎng)站			友情鏈接
派博傳思介紹	公司地理位置	論文服務(wù)流程	影響因子官網(wǎng)	吾愛論文網(wǎng)	大講堂	北京大學(xué)	Oxford Uni.	Harvard Uni.
發(fā)展歷史沿革	期刊點評	投稿經(jīng)驗總結(jié)	SCIENCEGARD	IMPACTFACTOR	派博系數(shù)	清華大學(xué)	Yale Uni.	Stanford Uni.
\|Archiver\|手機(jī)版\|小黑屋\| 派博傳思國際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-13 13:21
Copyright © 2001-2015 派博傳思京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved