首页> 外文OA文献 >Analytical methods for hedging systematic credit risk with linear factor portfolios

【2h】

Analytical methods for hedging systematic credit risk with linear factor portfolios

机译：用线性因子投资组合对冲系统信用风险的分析方法

页面导航

著录项
引文网络
相似文献
相关主题

著录项

作者
Dan Rosen; David Saunders;
展开▼
作者单位

展开▼
年度 2009
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. Analytical Methods For Hedging Systematic Credit Risk With Linear Factor Portfolios [J] . Dan Rosen, David Saunders Journal of Economic Dynamics and Control . 2009,第1期

机译：用线性因子组合对冲系统信用风险的分析方法
2. Evaluation of market risk associated with hedging a credit derivative portfolio [J] . Chamizo Alvaro, Novales Alfonso The quarterly review of economics and finance . 2021,第May期

机译：评估与对冲信用衍生品组合相关的市场风险
3. Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model [J] . Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey, Journal of Optimization Theory and Applications . 2014,第1期

机译：Markov Copula模型中的投资组合信用风险的动态对冲
4. EFFICIENT MONTE CARLO METHODS FOR CONVEX RISK MEASURES IN PORTFOLIO CREDIT RISK MODELS [C] . Jorn Dunkel, Stefan Weber Simulation Conference . 2007

机译：有效的Monte Carlo在投资组合信用风险模型中进行凸面风险措施的方法
5. Macroeconomic conditions, systematic risk factors, and the time series dynamics of commercial mortgage credit risk [D] . An, Xudong 2007

机译：宏观经济条件，系统性风险因素以及商业抵押信贷风险的时间序列动态
6. Contemporary Trends and Risk Factors of Hemodynamic and Myocardial Mechanics Derived by the Pressure Recording Analytical Method After Pediatric Cardiopulmonary Bypass [O] . Xiaobin Lou, Yingying Liu, Yanqin Cui, 2021

机译：压力记录分析方法血流动力学和心肌机制的当代趋势与危险因素分析术后儿科心肺旁路
7. Decision Support in IT and Risk: On the Economic Valuation of Strategic Decisions in IT Innovation Management, Credit Portfolio Management, and Hedging [O] . Lindermeir Andreas 2016

机译：IT与风险决策支持：IT创新管理，信贷组合管理与套期保值战略决策的经济评价

Analytical methods for hedging systematic credit risk with linear factor portfolios

著录项

引文网络

相似文献

相关主题

期刊订阅