Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs-Reference-Cited by-同舟云学术

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Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs

Published:2009 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Brigo Damiano,Pallavicini Andrea,Torresetti Roberto

Publisher

Elsevier BV

Reference109 articles.

1. Optimal Stochastic Recovery for Base Correlation;S Amraoui;BNP Paribas research report,2008

2. BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives;M Arnsdorf;JP Morgan quantitative research,2007

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Financial Engineering and Portfolio Design Problem;Algorithms for Solving Financial Portfolio Design Problems;2020

2. Bibliography;Credit Models and the Crisis;2015-08-21

3. Monte Carlo Methods for Portfolio Credit Risk;Credit Securitizations and Derivatives;2013-08-29

4. Filtering and Incomplete Information in Credit Risk;Credit Risk Frontiers;2012-09-07

5. Risk Allocation: The Double Face of Financial Derivatives;SSRN Electronic Journal;2011

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