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Pricing portfolio credit derivatives by means of evolutionary...

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Pricing portfolio credit derivatives by means of evolutionary...

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Pricing portfolio credit derivatives by means of evolutionary algorithms . Svenja Hager. Year of publication:

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Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying ...

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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms, Buch von Svenja Hager bei hugendubel.de. Portofrei bestellen oder in der Filiale...

Pricing Portfolio Credit Derivatives by Means of Evolutionary...

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Dr. Svenja Hager contributes to this literature by extending the Gaussian copula model, allowing for a heterogeneous speciﬁcation of the dependence structure ...

Pricing Portfolio Credit Derivatives by Means of Evolutionary...

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With the recent development of non-standard credit derivatives, it has become increasingly important to develop pricing models for these illiquid products

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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms. Authors. Svenja Hager. Book. 3.2k Downloads. Download book PDF ...

Credit derivatives instruments applications and pricing - Tài liệu

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Svenja Hager Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms GABLER EDITION WISSENSCHAFT Svenja Hager Pricing Portfolio ...

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Dr. Svenja Hager contributes to this literature by extending the Gaussian copula model, allowing for a. Chýba alebo je nepravdivý niektorý dôležitý ...

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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ISBN: Svenja Hager aims at pricing non-standard illiquid portfolio...

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Book Description Publication Date: March 26, | ISBN-10: | ISBN-13: | Edition: Svenja Hager aims at ...

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Person "Hager" (17)
Vorname "Svenja" (9258)
Name "Hager" (2006)

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