An Application of Credit Portfolio Modelling and CDO Pricing
The paper presents a simulation tool for assessing credit portfolio risks and CDO strategies, highlighting the role of quantitative methods and machine learning in financial risk evaluation.
Featured in No. 38 on 21 Feb 2024 · · 0 citations today
- Released
- 4 Dec 2023
- First featured
- No. 38 · 21 Feb 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4728937
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