Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms by Svenja Hager
Language: English | 2008 | ISBN: 3834909157 | 192 pages | PDF | 3,3 MB
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of obligors. Instead of assuming a homogeneous dependence structure between the default times of different obligors, as it is assumed in the standard market model, the author focuses on the use of heterogeneous correlation structures.

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