Amanote Research

Amanote Research

    RegisterSign In

Forwards and European Options on CDO Tranches

Journal of Credit Risk - United States
doi 10.21314/jcr.2007.063
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

January 1, 2007

Authors
John HullAlan White
Publisher

Infopro Digital Services Ltd


Related search

Pricing Synthetic CDO Tranches in a Model With Default Contagion Using the Matrix-Analytic Approach

SSRN Electronic Journal
2008English

CDO, HAME Copulas and an R Package 'CDO'

SSRN Electronic Journal
2015English

Position Statement on Cannabis: A Step Forwards

South African Medical Journal
Medicine
2016English

Comparison of Numerical Methods on Pricing of European Put Options

International Journal of Computing Science and Applied Mathematics
2019English

LiDAR Drives Forwards

Nature Photonics
OpticsMolecular Physics,OpticalAtomicMagnetic MaterialsElectronic
2018English

Moving Pembrolizumab Forwards

Nature Reviews Clinical Oncology
Oncology
2020English

Multi-Criteria Classification for Pricing European Options

Studies in Nonlinear Dynamics and Econometrics
EconomicsSocial SciencesAnalysisEconometrics
2015English

Understanding Idiomatic Traversals Backwards and Forwards

2013English

On Hedging European Options in Geometric Fractional Brownian Motion Market Model

Statistics & Decisions
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy