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1by Chen, Peter Y.Subjects: “…Correlation (Statistics) http://id.loc.gov/authorities/subjects/sh85033032…”
Published 2002
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2Published 1904“…Increase of pension for Nicholas Correll…”
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5Published 1904“…Increase of pension for Nicholas Correll…”
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7by Engle, R. F. (Robert F.)Table of Contents: “…Ch. 1. Correlation economics -- Ch. 2. Correlations in theory -- Ch. 3. …”
Published 2009
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12by Elouerkhaoui, YoussefTable of Contents: “…Chapter 1 Credit Modelling Fundamentals - Filtrations, Point Processes and Intensities -- Chapter2 Expectations in the Enlarged Filtration - The Generalized Dellacherie Formula -- Chapter3 The Basics of Default Correlation Modelling -- Chapter4 Default Correlation Calibration - Link between Copulas and Conditional Jump Diffusions -- Chapter5 Correlation Demystified: A General Overview -- Chapter6 An Introduction to the Marshall-Olkin Copula -- Chapter7 Numerical Tools: Basket Asymptotic Expansions -- Chapter8 CDO-Squared: Correlation of Correlation -- Chapter9 Second Generation Models: From Flat Correlation to Correlation Skew -- Chapter10 Third Generation Models: From Static to Dynamic Models -- Chapter11 Pricing in a Dynamic Credit Model -- Chapter12 Practical Applications of Dynamic Models: Pricing Path-Dependent Credit Exotics -- Chapter13 Base Correlation Calibration with a Stochastic Recovery Model -- Chapter14 Hedging in Incomplete Credit Markets: JTD vs CR01 -- Chapter15 New Frontiers in Credit Modelling: the CVA Challenge.…”
Published 2017
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17by Thorndike, Robert M.Subjects: “…Correlation (Statistics) http://id.loc.gov/authorities/subjects/sh85033032…”
Published 1978
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20Published 1957“…Relief of Charles Sylvester Correll…”
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