Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms - Svenja Hager - Books - Springer Fachmedien Wiesbaden - 9783834909152 - March 26, 2008
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Svenja Hager
Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms 2008 edition

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Collateralized Debt Obligations (CDOs) are the most prominent example of portfol- related credit derivatives. The standard market model is the Gaussian copula model, which uses only one parameter to summarize the correlations of default times in the underlying credit portfolio.

187 pages, 51 black & white illustrations, 8 black & white tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 26, 2008
ISBN13 9783834909152
Publishers Springer Fachmedien Wiesbaden
Pages 160
Dimensions 210 × 148 × 8 mm   ·   272 g
Language English  

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