Open AccessModeling Correlation Structure for Collateralized Debt Obligations
Author(s) -
Deniz İlalan
Publication year - 2015
Publication title -
international journal of financial research
Language(s) - Uncategorized
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v6n2p72
Subject(s) - collateralized debt obligation , copula (linguistics) , credit derivative , correlation , gaussian , portfolio , structured finance , synthetic cdo , econometrics , economics , debt , financial economics , computer science , actuarial science , financial crisis , credit risk , mathematics , physics , finance , credit valuation adjustment , keynesian economics , quantum mechanics , geometry , collateral , credit reference