---
title: An Application of Credit Portfolio Modelling and CDO Pricing
url: https://www.ml-quant.com/papers/ssrn/4728937/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4728937
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4728937
featured: 2024-02-21
citations: 0
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4728937
- Identifier: SSRN 4728937
- Released: 2023-12-04
- First featured: Quant Letter No. 38 (2024-02-21): https://www.ml-quant.com/issues/2024-02-21/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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