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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms Svenja Hager 2008 edition
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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
Svenja Hager
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.
187 pages, 51 black & white illustrations, 8 black & white tables
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 26 de marzo de 2008 |
| ISBN13 | 9783834909152 |
| Editores | Springer Fachmedien Wiesbaden |
| Páginas | 160 |
| Dimensiones | 210 × 148 × 8 mm · 272 g |
| Lengua | Inglés |
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