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1. Portfolio Credit Risk Modeling during the Subprime Crisis
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Dependence, or correlation, modeling was at the heart of the last decade's booming market for complex, multi-underlying credit derivatives. Portfolio credit risk and pricing models were used for trading, structuring and rating of such derivatives and securities. LÄS MER
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