CDO PRICING WITH RANDOM RECOVERY
Bachelor's
Saved in:
Main Author: | YANG KE |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203040 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Sensitivity analysis of CDO pricing models
by: Romani Boondicharern
Published: (2012) -
Probability bucketing for correlation expansion in CDO pricing
by: Chanya Siriarayaphan
Published: (2012) -
A Comparative analysis of CDO pricing models
by: Kridsda Nimmanunta
Published: (2010) -
SYNTHETIC CDO PRICING USING NORMAL INVERSE GAUSSIAN COPULA
by: ZHANG WANJING
Published: (2021) -
CDO market implosion and the pricing of subprime mortgage-backed securities
by: Deng, Y., et al.
Published: (2013)