VALUING CDO WITH CORRELATED VARIANCE GAMMA MODEL
Bachelor's
Saved in:
Main Author: | LIU TIANTIAN |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202633 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Probability bucketing for correlation expansion in CDO pricing
by: Chanya Siriarayaphan
Published: (2012) -
Sensitivity analysis of CDO pricing models
by: Romani Boondicharern
Published: (2012) -
A Comparative analysis of CDO pricing models
by: Kridsda Nimmanunta
Published: (2010) -
CDO PRICING WITH RANDOM RECOVERY
by: YANG KE
Published: (2021) -
OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
by: LI ZHI
Published: (2021)