搜索结果: 1-1 共查到“管理经济学 Credit Derivatives”相关记录1条 . 查询时间(0.054 秒)
On break-even correlation: the way to price structured credit derivatives by replication
CDO replication Gaussian Copula structural models
2012/4/28
We consider the pricing of European-style structured credit payoff in a static framework, where the underlying default times are independent given a common factor. A practical application would consis...