↓ Skip to main content
What is this page? Embed badge

Credit Correlation

Overview of attention for book
Cover of 'Credit Correlation'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction and Context
  3. Altmetric Badge
    Chapter 2 Mathematical Fundamentals
  4. Altmetric Badge
    Chapter 3 Expectations in the Enlarged Filtration
  5. Altmetric Badge
    Chapter 4 Copulas and Conditional Jump Diffusions
  6. Altmetric Badge
    Chapter 5 Correlation Demystified: A General Overview
  7. Altmetric Badge
    Chapter 6 Correlation Skew: A Black-Scholes Approach
  8. Altmetric Badge
    Chapter 7 An Introduction to the Marshall-Olkin Copula
  9. Altmetric Badge
    Chapter 8 Numerical Tools: Basket Expansions
  10. Altmetric Badge
    Chapter 9 Static Replication
  11. Altmetric Badge
    Chapter 10 The Homogeneous Transformation
  12. Altmetric Badge
    Chapter 11 The Asymptotic Homogeneous Expansion
  13. Altmetric Badge
    Chapter 12 The Asymptotic Expansion
  14. Altmetric Badge
    Chapter 13 CDO-Squared: Correlation of Correlation
  15. Altmetric Badge
    Chapter 14 Second Generation Models: From Flat to Correlation Skew
  16. Altmetric Badge
    Chapter 15 Third Generation Models: From Static to Dynamic Models
  17. Altmetric Badge
    Chapter 16 Pricing Path-Dependent Credit Products
  18. Altmetric Badge
    Chapter 17 Hedging in Incomplete Markets
  19. Altmetric Badge
    Chapter 18 Min-Variance Hedging with Carry
  20. Altmetric Badge
    Chapter 19 Correlation Calibration with Stochastic Recovery
  21. Altmetric Badge
    Chapter 20 New Frontiers in Credit Modelling: The CVA Challenge
Attention for Chapter 19: Correlation Calibration with Stochastic Recovery
Altmetric Badge

Citations

dimensions_citation
7 Dimensions
Summary Dimensions citations
So far, Dimensions has found 7 publications that cite this research output.

7

The most recent citing publications are shown below. View all 7 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.