Credit Derivative Model
| Autor: | Lee, David |
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| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: | |
| DOI: | 10.5281/zenodo.7383244 |
| Popis: | The credit derivative model serves the purpose of pricing and calculating sensitivities for the credit derivative products which are Credit Default Swaps (CDSs), First-to-Default swaps (FTDs), FirstNofM basket default swaps (FNMs), all level Collateral Debt Obligations (CDOs, CDO2s, and CDO3s), and forward starting CDOs. https://ia601506.us.archive.org/30/items/bkTree/bkTree.pdf |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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