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Calculating Risk Sensitivities for Monte Carlo Approach
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Credit derivatives
,
Derivative securities--Valuation
,
Risk management
,
Capital assets pricing model
Item Type:
Article
Tag(s):
securitization
,
Monte Carlo simulation
,
Risk Sensitivities
,
CDO
Search term matches:
Tag
...
cdo
...
Index Tranches and Bespoke CDOs
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Credit derivatives
,
Derivative securities--Valuation
,
Collateralized debt obligations
,
Capital assets pricing model
Item Type:
Article
Tag(s):
credit derivatives
,
cdo
,
index
,
valuation
,
risk management
Search term matches:
Tag
...
cdo
...
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