72019 comments

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• Comment Link Wednesday, 28 August 2024 13:50 posted by jac 金融

  Schönbucher, P. (2006). "Portfolio Losses and the terms structure of loss transition rates: A new methodology for the pricing of portfolio credit derivatives (Working paper)".
  Hurd, T.R.; Kuznetsov, A. (2006). "Affine Markov chain model of multifirm credit Migration".
  Whetten, M.; M. Adelson (2004). "The Bespoke - A Guide to Single-Tranche Synthetic CDOs".
  October 2004). "In the core of correlation". Albanese,
  C.; A. Vidler (2007). "Dynamic Conditioning and Credit Correlation Baskets (Working paper)".
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• Comment Link Wednesday, 28 August 2024 13:48 posted by antoniorudigerczbiz

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