2 search results - page 1 / 1 » Dynamic Hedging of Portfolio Credit Derivatives |
SIAMFM
2011
12 years 8 months ago
2011
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
DA
2010
13 years 5 months ago
2010
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...