Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
(Bog, Paperback / softback, Engelsk)
Forlag:
Springer Fachmedien Wiesbaden
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783834909152
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Beskrivelse
Collateralized Debt Obligations (CDOs) are the most prominent example of portfol- related credit derivatives. The standard market model is the Gaussian copula model, which uses only one parameter to summarize the correlations of default times in the underlying credit portfolio.
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| Forlag | Springer Fachmedien Wiesbaden |
| Forfatter | Svenja Hager |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 2008 ed. |
| Udgivelsesdato | 26-03-2008 |
| Første udgivelsesår | 2008 |
| Illustrationer | XXVII, 160 p. |
| Originalsprog | Germany |
| Sideantal | 160 |
| Indbinding | Paperback / softback |
| Forlag | Springer Fachmedien Wiesbaden |
| Sideoplysninger | 160 pages, XXVII, 160 p. |
| Mål | 148 x 210 x 8 |
| ISBN-13 / EAN-13 | 9783834909152 |