Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
With the recent development of non-standard credit derivatives, it has become increasingly important to develop pricing models for these illiquid products which are consistent with the pricing models and the market quotes of related liquid instruments. Svenja Hager aims at pricing non-standard illiq...
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| Principais autores: | , |
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| Formato: | Digital |
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| Endereço do item: | http://dx.doi.org/10.1007/978-3-8349-9702-9 |
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