2 search results - page 1 / 1 » Dynamic Hedging of Portfolio Credit Derivatives |
97
Voted
SIAMFM
2011
14 years 3 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...
107
Voted
DA
2010
15 years 13 days 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...