Looking for : cdo/tranches

Calibration of CDO Tranches with the Dynamical Generalized-Poisson ...	Download	View	HTML
Gpl.pdf - Search calibration tranches with dynamical generalized-poisson

Risk Neutral versus Objective Loss distribution and CDO tranches ...	Download	View	HTML
Idrweb.pdf - Search risk neutral versus objective loss distribution tranches

Dynamic Hedging of Synthetic CDO Tranches with Spread Risk and ...	Download	View	HTML
Frey-backhaus-hedging-cdos.pdf - Search dynamic hedging synthetic tranches with spread risk

CDO tranches: measuring impact on economic capital and capital ...	Download	View	HTML
1356573.pdf - Search tranches: measuring impact economic capital capital

An Empirical Investigation of an Intensity-Based Model for Pricing ...	Download	View	HTML
S8_feldhutter-slides.pdf - Search empirical investigation intensity-based model pricing

CDO TRANCHE SENSITIVITIES IN THE GAUSSIAN COPULA MODEL 1 ...	Download	View	HTML
Mengsenguptatranche08.pdf - Search tranche sensitivities gaussian copula model

Dynamics hedging of CDO tranches in Markovian set-ups	Download	View	HTML
Nice_cousin.pdf - Search dynamics hedging tranches markovian set-ups

Dynamic modelling of single-name credits and CDO tranches	Download	View	HTML
Dynamiccdomodelling2.pdf - Search dynamic modelling single-name credits tranches

Levy process dynamic modelling of single- name credits and CDO ...	Download	View	HTML
Cdomodelling.pdf - Search levy process dynamic modelling single- name credits

Dynamic Hedging of Synthetic CDO Tranches with Spread Risk and ...	Download	View	HTML
Frey-backhaus-hedging-cdos.pdf - Search dynamic hedging synthetic tranches with spread risk